+411.5%
CAH vs WST
+456.5%
-45.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.9% |
| 7D | +3.5% | +4.2% | -0.8% | +2.8% |
| 30D | +13.5% | +11.2% | +2.2% | +11.6% |
| 3M | +21.8% | +20.4% | +1.5% | +18.3% |
| 6M | +51.5% | +37.9% | +13.6% | +44.0% |
| YTD | +38.1% | +51.8% | -13.7% | +28.7% |
| 1Y | +37.7% | +56.6% | -18.9% | +27.7% |
| 3Y | +179.6% | +24.2% | +155.4% | +156.8% |
| 5Y | +504.9% | +0.7% | +504.3% | +478.5% |
| All | +411.5% | +456.5% | -45.0% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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