+18,229.0%
WDC vs CAH
+14,665.6%
+3,563.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +3.1% |
| 7D | +6.0% | +0.5% | +5.5% | +5.7% |
| 30D | +9.9% | +1.7% | +8.2% | +9.0% |
| 3M | -9.4% | +17.9% | -27.3% | -15.5% |
| 6M | +94.7% | +10.9% | +83.8% | +84.8% |
| YTD | +177.4% | +17.9% | +159.5% | +156.1% |
| 1Y | +412.6% | +61.7% | +350.9% | +315.7% |
| 3Y | +1,359.8% | +183.7% | +1,176.0% | +837.5% |
| 5Y | +992.6% | +401.3% | +591.2% | +455.2% |
| 10Y | +1,245.5% | +293.7% | +951.8% | +610.5% |
| All | +18,229.0% | +14,665.6% | +3,563.4% | +2,473.0% |
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 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