+394.0%
CAH vs WY
-22.2%
+416.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -5.1% | -4.2% | -0.9% | -4.4% |
| 30D | +0.2% | -10.1% | +10.3% | +2.1% |
| 3M | +6.3% | -8.5% | +14.8% | +7.9% |
| 6M | +9.4% | -3.3% | +12.7% | +9.8% |
| YTD | +15.0% | -4.4% | +19.4% | +15.4% |
| 1Y | +55.4% | -11.5% | +66.9% | +58.1% |
| 3Y | +173.8% | -24.3% | +198.1% | +183.2% |
| All | +394.0% | -22.2% | +416.2% | +390.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling