+287.5%
CAH vs WAB
+296.8%
-9.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | +0.2% | -4.1% | +4.2% | +1.4% |
| 3M | +6.3% | +8.2% | -1.9% | +3.3% |
| 6M | +9.4% | +15.4% | -6.0% | +3.7% |
| YTD | +15.0% | +33.1% | -18.2% | +4.0% |
| 1Y | +55.4% | +48.1% | +7.4% | +35.5% |
| 3Y | +173.8% | +167.7% | +6.1% | +91.4% |
| 5Y | +395.2% | +225.7% | +169.5% | +217.5% |
| All | +287.5% | +296.8% | -9.3% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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