+302.9%
WM vs CAH
+292.2%
+10.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | +0.1% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | -4.3% | +1.7% | -6.1% | -4.8% |
| 3M | +0.8% | +17.9% | -17.1% | -3.1% |
| 6M | -10.8% | +10.9% | -21.7% | -13.1% |
| YTD | -0.1% | +17.9% | -17.9% | -4.3% |
| 1Y | +1.0% | +61.7% | -60.7% | -10.7% |
| 3Y | +45.1% | +183.7% | -138.6% | +11.1% |
| 5Y | +52.1% | +401.3% | -349.2% | +0.4% |
| 10Y | +302.9% | +293.7% | +9.3% | +156.1% |
| All | +302.9% | +292.2% | +10.7% | +156.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling