+897.5%
CAH vs SW
+755.0%
+142.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.6% |
| 7D | +5.4% | -5.1% | +10.5% | +5.6% |
| 30D | +3.3% | -4.6% | +7.9% | +3.5% |
| 3M | +22.8% | +9.4% | +13.4% | +22.3% |
| 6M | +11.3% | +3.5% | +7.8% | +10.9% |
| YTD | +21.1% | +22.0% | -0.9% | +20.0% |
| 1Y | +67.2% | +2.2% | +65.0% | +66.6% |
| 3Y | +195.6% | +19.6% | +176.0% | +190.9% |
| 5Y | +413.8% | -2.3% | +416.2% | +404.3% |
| 10Y | +309.6% | +181.4% | +128.2% | +283.1% |
| All | +897.5% | +755.0% | +142.5% | +823.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling