+180.2%
CAH vs WCC
+129.2%
+50.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -2.2% | +6.8% | -9.0% | -2.5% |
| 30D | +1.2% | -3.0% | +4.2% | +1.3% |
| 3M | +13.1% | +0.2% | +12.9% | +13.0% |
| 6M | +8.5% | +33.2% | -24.7% | +6.0% |
| YTD | +17.6% | +45.8% | -28.2% | +14.3% |
| 1Y | +60.7% | +68.4% | -7.7% | +54.8% |
| All | +180.2% | +129.2% | +50.9% | +162.0% |
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