+604.0%
CAH vs WTW
+1,101.3%
-497.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -5.1% | -7.8% | +2.7% | -2.6% |
| 30D | -1.8% | -7.9% | +6.1% | +0.8% |
| 3M | +9.4% | +19.9% | -10.6% | +2.8% |
| 6M | +9.2% | +9.8% | -0.6% | +5.3% |
| YTD | +15.7% | -3.3% | +19.0% | +15.3% |
| 1Y | +59.7% | -3.3% | +63.0% | +59.0% |
| 3Y | +178.5% | +61.5% | +116.9% | +131.8% |
| 5Y | +398.3% | +42.6% | +355.7% | +327.1% |
| 10Y | +295.7% | +197.1% | +98.6% | +160.4% |
| All | +604.0% | +1,101.3% | -497.2% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded WTW 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling