+287.5%
CAH vs WCC
+540.7%
-253.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.2% |
| 7D | -5.1% | +1.4% | -6.5% | -5.3% |
| 30D | +0.2% | -2.3% | +2.4% | +0.4% |
| 3M | +6.3% | +3.7% | +2.6% | +5.1% |
| 6M | +9.4% | +34.8% | -25.4% | +2.5% |
| YTD | +15.0% | +46.1% | -31.2% | +5.9% |
| 1Y | +55.4% | +62.7% | -7.3% | +40.2% |
| 3Y | +173.8% | +133.6% | +40.2% | +120.4% |
| 5Y | +395.2% | +226.1% | +169.1% | +252.6% |
| All | +287.5% | +540.7% | -253.2% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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