+402.2%
CAH vs WEC
+30.7%
+371.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | +1.2% | +0.9% | +0.3% | +0.8% |
| 3M | +13.1% | -5.3% | +18.4% | +15.0% |
| 6M | +8.5% | -6.6% | +15.0% | +10.7% |
| YTD | +17.6% | +3.3% | +14.4% | +16.2% |
| 1Y | +60.7% | +2.1% | +58.6% | +59.0% |
| 3Y | +183.2% | +39.6% | +143.6% | +154.2% |
| 5Y | +402.2% | +31.2% | +371.0% | +342.8% |
| All | +402.2% | +30.7% | +371.5% | +342.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 5y: compounded portfolio wealth divided by compounded WEC 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…
5y analysis · Full analysis span regression · 6 months rolling