+287.5%
CAH vs WCN
+235.9%
+51.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -5.1% | -3.1% | -2.0% | -3.7% |
| 30D | +0.2% | -3.4% | +3.6% | +1.7% |
| 3M | +6.3% | +3.0% | +3.3% | +4.6% |
| 6M | +9.4% | -3.8% | +13.1% | +10.8% |
| YTD | +15.0% | -8.3% | +23.3% | +18.8% |
| 1Y | +55.4% | -9.7% | +65.2% | +61.6% |
| 3Y | +173.8% | +17.2% | +156.7% | +148.4% |
| 5Y | +395.2% | +25.3% | +369.9% | +326.4% |
| All | +287.5% | +235.9% | +51.6% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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