+406.7%
CAH vs WAB
+220.4%
+186.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -2.2% | +0.2% | -2.5% | -2.3% |
| 30D | +1.2% | -4.6% | +5.7% | +2.2% |
| 3M | +13.1% | +5.6% | +7.5% | +11.3% |
| 6M | +8.5% | +13.8% | -5.3% | +4.6% |
| YTD | +17.6% | +31.9% | -14.2% | +9.2% |
| 1Y | +60.7% | +48.3% | +12.4% | +44.5% |
| 3Y | +183.2% | +167.1% | +16.0% | +108.8% |
| All | +406.7% | +220.4% | +186.3% | +240.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling