+417.4%
WDC vs CAH
+65.8%
+351.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.4% | +5.8% |
| 7D | +1.7% | +5.4% | -3.6% | +2.7% |
| 30D | -10.0% | +3.3% | -13.3% | -9.4% |
| 3M | -18.8% | +22.8% | -41.5% | -16.8% |
| 6M | +79.0% | +11.3% | +67.8% | +84.0% |
| YTD | +171.6% | +21.1% | +150.4% | +182.1% |
| 1Y | +417.4% | +67.2% | +350.1% | +468.7% |
| All | +417.4% | +65.8% | +351.6% | +468.7% |
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