+402.2%
CAH vs WAT
-4.9%
+407.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.2% | -1.8% | -0.4% | -2.0% |
| 30D | +1.2% | -1.7% | +2.9% | +1.4% |
| 3M | +13.1% | +9.1% | +4.0% | +11.8% |
| 6M | +8.5% | +32.4% | -24.0% | +3.9% |
| YTD | +17.6% | +6.6% | +11.0% | +16.2% |
| 1Y | +60.7% | +34.7% | +26.0% | +52.4% |
| 3Y | +183.2% | +53.6% | +129.6% | +157.7% |
| 5Y | +402.2% | -4.1% | +406.3% | +380.5% |
| All | +402.2% | -4.9% | +407.1% | +380.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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