+7.8%
CNH vs WAB
+168.6%
-160.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -5.9% |
| 7D | +8.8% | +1.7% | +7.1% | +7.6% |
| 30D | +24.7% | -2.4% | +27.1% | +26.5% |
| 3M | +27.3% | +9.7% | +17.7% | +19.1% |
| 6M | +23.2% | +16.5% | +6.6% | +11.3% |
| YTD | +48.9% | +33.7% | +15.2% | +24.4% |
| 1Y | +19.4% | +49.7% | -30.3% | -6.8% |
| 3Y | +7.8% | +170.9% | -163.2% | -44.2% |
| All | +7.8% | +168.6% | -160.8% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling