+14,817.8%
CAH vs WSM
+34,818.5%
-20,000.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +0.5% | +2.6% | -2.1% | +0.2% |
| 30D | +1.7% | -9.5% | +11.2% | +2.8% |
| 3M | +17.9% | +12.9% | +5.0% | +16.2% |
| 6M | +10.9% | +23.0% | -12.1% | +8.2% |
| YTD | +17.9% | +28.9% | -11.1% | +14.1% |
| 1Y | +61.7% | +13.7% | +48.0% | +58.6% |
| 3Y | +183.7% | +232.6% | -48.9% | +139.8% |
| 5Y | +401.3% | +185.9% | +215.5% | +321.8% |
| 10Y | +293.7% | +998.6% | -705.0% | +172.3% |
| All | +14,817.8% | +34,818.5% | -20,000.7% | +7,237.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling