+402.2%
CAH vs WWD
+191.3%
+210.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.2% | +0.6% | -2.9% | -2.3% |
| 30D | +1.2% | -5.1% | +6.3% | +2.1% |
| 3M | +13.1% | -11.2% | +24.3% | +15.1% |
| 6M | +8.5% | -12.0% | +20.5% | +10.2% |
| YTD | +17.6% | +12.0% | +5.6% | +14.3% |
| 1Y | +60.7% | +42.8% | +17.9% | +48.9% |
| 3Y | +183.2% | +168.9% | +14.2% | +124.8% |
| 5Y | +402.2% | +192.2% | +210.0% | +279.7% |
| All | +402.2% | +191.3% | +210.9% | +279.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling