+507.8%
CAH vs TW
+206.7%
+301.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -5.1% | -4.5% | -0.6% | -4.2% |
| 30D | +0.2% | -2.3% | +2.4% | +0.6% |
| 3M | +6.3% | +2.6% | +3.7% | +5.4% |
| 6M | +9.4% | -17.5% | +26.9% | +13.1% |
| YTD | +15.0% | -5.3% | +20.3% | +15.4% |
| 1Y | +55.4% | -14.8% | +70.2% | +59.1% |
| 3Y | +173.8% | +18.8% | +155.0% | +161.2% |
| 5Y | +395.2% | +20.7% | +374.5% | +365.9% |
| All | +507.8% | +206.7% | +301.1% | +386.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling