+1,256.6%
CAH vs WCN
+6,687.0%
-5,430.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -2.2% | -1.7% | -0.5% | -1.9% |
| 30D | +1.2% | -3.0% | +4.2% | +1.8% |
| 3M | +13.1% | +2.5% | +10.5% | +12.4% |
| 6M | +8.5% | -5.7% | +14.2% | +9.7% |
| YTD | +17.6% | -7.4% | +25.1% | +19.3% |
| 1Y | +60.7% | -8.6% | +69.3% | +63.3% |
| 3Y | +183.2% | +19.4% | +163.8% | +171.4% |
| 5Y | +402.2% | +27.2% | +375.0% | +373.2% |
| 10Y | +302.3% | +238.5% | +63.8% | +216.1% |
| All | +1,256.6% | +6,687.0% | -5,430.3% | +686.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling