+615.9%
CAH vs WTW
+1,094.8%
-478.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.9% |
| 7D | -2.2% | -7.1% | +4.9% | +0.1% |
| 30D | +1.2% | -8.5% | +9.7% | +4.0% |
| 3M | +13.1% | +20.6% | -7.5% | +6.1% |
| 6M | +8.5% | +7.2% | +1.3% | +5.4% |
| YTD | +17.6% | -3.9% | +21.5% | +17.4% |
| 1Y | +60.7% | -3.6% | +64.3% | +60.1% |
| 3Y | +183.2% | +60.7% | +122.5% | +136.1% |
| 5Y | +402.2% | +42.2% | +360.0% | +330.9% |
| 10Y | +302.3% | +195.5% | +106.9% | +165.3% |
| All | +615.9% | +1,094.8% | -478.9% | +226.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling