+366.0%
WDC vs CAH
+57.9%
+308.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -3.1% |
| 7D | -4.3% | -5.1% | +0.8% | -5.2% |
| 30D | -1.5% | +0.2% | -1.7% | -1.4% |
| 3M | -15.5% | +6.3% | -21.8% | -14.8% |
| 6M | +66.5% | +9.4% | +57.1% | +69.5% |
| YTD | +159.9% | +15.0% | +144.9% | +167.5% |
| 1Y | +366.0% | +55.4% | +310.5% | +407.0% |
| All | +366.0% | +57.9% | +308.0% | +407.0% |
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