-9.6%
CNH vs WU
-41.3%
+31.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.5% | -4.8% |
| 7D | +4.5% | +11.0% | -6.5% | +0.4% |
| 30D | +7.6% | +13.4% | -5.8% | +2.6% |
| 3M | +17.0% | +2.2% | +14.8% | +15.5% |
| 6M | +12.9% | -18.2% | +31.1% | +19.7% |
| YTD | +34.3% | -18.3% | +52.5% | +41.6% |
| 1Y | +28.5% | -12.2% | +40.7% | +31.8% |
| 3Y | +31.9% | -20.8% | +52.7% | +37.3% |
| 5Y | -9.6% | -42.6% | +33.0% | +5.1% |
| All | -9.6% | -41.3% | +31.7% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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