+5,070.0%
CAH vs WWD
+15,408.5%
-10,338.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | +5.4% | +1.3% | +4.1% | +5.1% |
| 30D | +3.3% | -7.2% | +10.5% | +4.8% |
| 3M | +22.8% | -3.8% | +26.6% | +23.4% |
| 6M | +11.3% | -9.9% | +21.2% | +12.8% |
| YTD | +21.1% | +14.8% | +6.3% | +16.6% |
| 1Y | +67.2% | +42.1% | +25.2% | +53.5% |
| 3Y | +195.6% | +170.8% | +24.8% | +133.6% |
| 5Y | +413.8% | +197.5% | +216.3% | +292.3% |
| 10Y | +309.6% | +477.8% | -168.2% | +164.2% |
| All | +5,070.0% | +15,408.5% | -10,338.6% | +2,059.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling