+16,794.2%
CAH vs WST
+14,518.0%
+2,276.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.1% |
| 7D | +8.5% | -3.1% | +11.6% | +9.2% |
| 30D | +17.0% | +9.1% | +7.9% | +14.8% |
| 3M | +14.6% | +14.7% | -0.1% | +11.1% |
| 6M | +42.5% | +28.0% | +14.5% | +34.6% |
| YTD | +33.5% | +45.6% | -12.2% | +21.8% |
| 1Y | +38.5% | +45.7% | -7.1% | +26.2% |
| 3Y | +179.0% | +21.1% | +157.9% | +148.5% |
| 5Y | +507.2% | +0.3% | +506.9% | +449.6% |
| 10Y | +448.9% | +449.0% | -0.1% | +205.7% |
| All | +16,794.2% | +14,518.0% | +2,276.2% | +4,471.9% |
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