+13.1%
CNH vs WAB
+222.7%
-209.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.5% |
| 7D | +23.3% | -3.2% | +26.5% | +26.1% |
| 30D | +33.5% | -4.4% | +37.9% | +37.7% |
| 3M | +32.7% | +7.9% | +24.9% | +25.0% |
| 6M | +22.2% | +8.7% | +13.5% | +14.9% |
| YTD | +57.7% | +33.0% | +24.7% | +29.0% |
| 1Y | +28.0% | +46.7% | -18.7% | -2.7% |
| 3Y | +11.5% | +153.0% | -141.5% | -45.9% |
| All | +13.1% | +222.7% | -209.6% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling