+394.0%
CAH vs WU
-51.3%
+445.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -5.1% | -3.5% | -1.6% | -4.8% |
| 30D | +0.2% | -2.9% | +3.1% | +0.4% |
| 3M | +6.3% | -2.3% | +8.6% | +6.0% |
| 6M | +9.4% | -25.4% | +34.8% | +12.3% |
| YTD | +15.0% | -21.2% | +36.2% | +17.1% |
| 1Y | +55.4% | -8.9% | +64.3% | +54.6% |
| 3Y | +173.8% | -29.0% | +202.8% | +179.5% |
| All | +394.0% | -51.3% | +445.3% | +455.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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