+179.6%
CAH vs WCC
+134.5%
+45.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.1% |
| 7D | +3.5% | +9.9% | -6.5% | +3.1% |
| 30D | +13.5% | -8.4% | +21.9% | +13.7% |
| 3M | +21.8% | -10.3% | +32.2% | +22.1% |
| 6M | +51.5% | -10.5% | +62.0% | +51.7% |
| YTD | +38.1% | +32.2% | +5.9% | +34.6% |
| 1Y | +37.7% | +25.5% | +12.2% | +34.6% |
| 3Y | +179.6% | +134.7% | +44.9% | +177.5% |
| All | +179.6% | +134.5% | +45.2% | +177.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling