+43.0%
CNH vs WAB
+423.5%
-380.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.1% | -5.5% |
| 7D | +4.5% | +4.0% | +0.5% | +2.1% |
| 30D | +7.6% | +6.3% | +1.3% | +3.4% |
| 3M | +17.0% | +3.3% | +13.7% | +14.2% |
| 6M | +12.9% | +14.5% | -1.5% | +3.4% |
| YTD | +34.3% | +42.7% | -8.4% | +8.1% |
| 1Y | +28.5% | +45.2% | -16.7% | +2.3% |
| 3Y | +31.9% | +173.8% | -141.9% | -30.0% |
| 5Y | -9.6% | +223.8% | -233.4% | -56.8% |
| 10Y | +106.3% | +280.5% | -174.2% | -18.8% |
| All | +43.0% | +423.5% | -380.5% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling