+1,006.1%
WDC vs CAH
+401.2%
+604.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +7.5% | -2.2% | +9.7% | +7.9% |
| 30D | +10.1% | +1.2% | +8.9% | +9.7% |
| 3M | -6.8% | +13.1% | -19.9% | -9.8% |
| 6M | +84.1% | +8.5% | +75.7% | +79.9% |
| YTD | +180.3% | +17.6% | +162.6% | +167.1% |
| 1Y | +411.1% | +60.7% | +350.4% | +340.4% |
| 3Y | +1,375.0% | +183.2% | +1,191.8% | +910.4% |
| All | +1,006.1% | +401.2% | +604.9% | +416.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling