+411.5%
CAH vs WWD
+439.4%
-27.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +3.5% | +4.0% | -0.5% | +2.4% |
| 30D | +13.5% | +0.4% | +13.1% | +13.0% |
| 3M | +21.8% | -7.9% | +29.8% | +24.0% |
| 6M | +51.5% | -10.6% | +62.2% | +54.6% |
| YTD | +38.1% | +9.4% | +28.7% | +32.2% |
| 1Y | +37.7% | +25.7% | +12.0% | +26.5% |
| 3Y | +179.6% | +148.5% | +31.1% | +104.5% |
| 5Y | +504.9% | +189.5% | +315.4% | +311.4% |
| All | +411.5% | +439.4% | -27.8% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling