+4,717.1%
CAH vs WAB
+4,316.0%
+401.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +3.5% | +5.1% | -1.6% | +2.3% |
| 30D | +13.5% | +4.0% | +9.5% | +12.3% |
| 3M | +21.8% | +0.1% | +21.7% | +21.5% |
| 6M | +51.5% | +12.8% | +38.7% | +46.6% |
| YTD | +38.1% | +40.1% | -2.0% | +26.9% |
| 1Y | +37.7% | +46.4% | -8.7% | +25.2% |
| 3Y | +179.6% | +167.4% | +12.2% | +118.9% |
| 5Y | +504.9% | +215.0% | +289.9% | +351.5% |
| 10Y | +418.6% | +269.2% | +149.4% | +257.3% |
| All | +4,717.1% | +4,316.0% | +401.1% | +1,942.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling