+11.4%
WBD vs CAH
+294.8%
-283.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -0.7% | -5.1% | +4.4% | +0.9% |
| 30D | +1.4% | +0.2% | +1.2% | +1.3% |
| 3M | +4.4% | +6.3% | -1.9% | +2.1% |
| 6M | +0.8% | +9.4% | -8.6% | -2.6% |
| YTD | -2.7% | +15.0% | -17.7% | -8.1% |
| 1Y | +73.4% | +55.4% | +18.0% | +46.6% |
| 3Y | +142.1% | +173.8% | -31.7% | +65.5% |
| 5Y | +7.2% | +395.2% | -388.0% | -42.3% |
| All | +11.4% | +294.8% | -283.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling