+113.2%
WDC vs CAH
+38.5%
+74.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.6% | -10.3% | -6.0% |
| 7D | -18.3% | +7.0% | -25.3% | -17.1% |
| 30D | -26.7% | +12.4% | -39.0% | -24.9% |
| 3M | -40.9% | +12.2% | -53.1% | -39.5% |
| 6M | -26.8% | +33.2% | -60.0% | -25.1% |
| YTD | +88.2% | +28.4% | +59.8% | +94.6% |
| 1Y | +113.2% | +35.0% | +78.1% | +112.8% |
| All | +113.2% | +38.5% | +74.7% | +112.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling