+14,787.4%
CAH vs WY
+673.4%
+14,114.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.2% | -1.7% | -0.5% | -1.8% |
| 30D | +1.2% | -9.9% | +11.0% | +3.7% |
| 3M | +13.1% | -7.5% | +20.6% | +14.9% |
| 6M | +8.5% | -5.1% | +13.6% | +9.4% |
| YTD | +17.6% | -2.1% | +19.7% | +17.5% |
| 1Y | +60.7% | -7.3% | +68.0% | +62.4% |
| 3Y | +183.2% | -22.6% | +205.8% | +193.8% |
| 5Y | +402.2% | -19.8% | +422.0% | +410.0% |
| 10Y | +302.3% | +9.6% | +292.8% | +262.4% |
| All | +14,787.4% | +673.4% | +14,114.0% | +9,005.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling