+15,232.8%
CAH vs WST
+12,330.1%
+2,902.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +5.4% | +0.7% | +4.6% | +5.2% |
| 30D | +3.3% | -3.1% | +6.5% | +4.0% |
| 3M | +22.8% | +7.2% | +15.6% | +20.8% |
| 6M | +11.3% | +36.8% | -25.6% | +3.3% |
| YTD | +21.1% | +23.8% | -2.7% | +14.6% |
| 1Y | +67.2% | +37.8% | +29.5% | +53.7% |
| 3Y | +195.6% | -15.9% | +211.5% | +186.9% |
| 5Y | +413.8% | -25.8% | +439.7% | +400.1% |
| 10Y | +309.6% | +319.6% | -10.0% | +142.7% |
| All | +15,232.8% | +12,330.1% | +2,902.7% | +4,202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling