+287.5%
CAH vs WSM
+1,071.8%
-784.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | +0.2% | -7.7% | +7.9% | +1.2% |
| 3M | +6.3% | +3.8% | +2.5% | +5.7% |
| 6M | +9.4% | +22.7% | -13.3% | +6.3% |
| YTD | +15.0% | +28.0% | -13.0% | +10.9% |
| 1Y | +55.4% | +12.7% | +42.7% | +52.2% |
| 3Y | +173.8% | +231.3% | -57.5% | +120.0% |
| 5Y | +395.2% | +177.2% | +218.0% | +298.2% |
| All | +287.5% | +1,071.8% | -784.3% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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