+4,126.0%
CAH vs WAB
+4,092.2%
+33.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +5.4% | -3.2% | +8.6% | +6.1% |
| 30D | +3.3% | -4.4% | +7.8% | +4.3% |
| 3M | +22.8% | +7.9% | +14.9% | +20.3% |
| 6M | +11.3% | +8.7% | +2.6% | +8.5% |
| YTD | +21.1% | +33.0% | -11.8% | +12.8% |
| 1Y | +67.2% | +46.7% | +20.6% | +52.1% |
| 3Y | +195.6% | +153.0% | +42.6% | +134.5% |
| 5Y | +413.8% | +222.3% | +191.6% | +282.2% |
| 10Y | +309.6% | +291.0% | +18.6% | +179.9% |
| All | +4,126.0% | +4,092.2% | +33.8% | +1,715.8% |
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