+394.0%
CAH vs WST
-23.9%
+417.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -5.1% | +1.8% | -6.9% | -5.2% |
| 30D | +0.2% | -1.7% | +1.9% | +0.3% |
| 3M | +6.3% | +4.9% | +1.4% | +5.9% |
| 6M | +9.4% | +45.5% | -36.1% | +6.5% |
| YTD | +15.0% | +26.1% | -11.2% | +12.9% |
| 1Y | +55.4% | +31.7% | +23.8% | +52.0% |
| 3Y | +173.8% | -12.1% | +185.9% | +170.3% |
| All | +394.0% | -23.9% | +417.9% | +385.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling