+287.5%
CAH vs WY
+7.6%
+279.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -5.1% | -4.2% | -0.9% | -3.8% |
| 30D | +0.2% | -10.1% | +10.3% | +3.5% |
| 3M | +6.3% | -8.5% | +14.8% | +8.9% |
| 6M | +9.4% | -3.3% | +12.7% | +9.9% |
| YTD | +15.0% | -4.4% | +19.4% | +15.5% |
| 1Y | +55.4% | -11.5% | +66.9% | +59.8% |
| 3Y | +173.8% | -24.3% | +198.1% | +188.9% |
| 5Y | +395.2% | -21.3% | +416.5% | +403.4% |
| All | +287.5% | +7.6% | +279.9% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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