+336.4%
WM vs CAH
+440.2%
-103.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -2.4% |
| 7D | +1.2% | +8.5% | -7.3% | -0.7% |
| 30D | +13.1% | +17.0% | -4.0% | +8.9% |
| 3M | +3.6% | +14.6% | -11.0% | +0.2% |
| 6M | +8.1% | +42.5% | -34.5% | -0.8% |
| YTD | +8.9% | +33.5% | -24.6% | +1.1% |
| 1Y | +20.3% | +38.5% | -18.2% | +10.7% |
| 3Y | +46.2% | +179.0% | -132.8% | +12.2% |
| 5Y | +59.9% | +507.2% | -447.3% | +0.2% |
| All | +336.4% | +440.2% | -103.7% | +163.9% |
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