+293.4%
WBD vs CAH
+815.6%
-522.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.7% | -2.2% | +0.5% | -0.8% |
| 30D | +3.9% | +1.2% | +2.7% | +3.2% |
| 3M | +5.1% | +13.1% | -8.0% | -0.4% |
| 6M | +0.6% | +8.5% | -7.9% | -3.5% |
| YTD | -3.2% | +17.6% | -20.8% | -10.8% |
| 1Y | +127.7% | +60.7% | +67.0% | +82.3% |
| 3Y | +146.6% | +183.2% | -36.6% | +51.3% |
| 5Y | +4.2% | +402.2% | -398.0% | -51.6% |
| 10Y | +13.7% | +302.3% | -288.6% | -47.2% |
| All | +293.4% | +815.6% | -522.2% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling