+330.3%
WM vs CAH
+418.0%
-87.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +3.2% | +3.5% | -0.2% | +2.4% |
| 30D | +13.0% | +13.5% | -0.5% | +9.7% |
| 3M | +9.2% | +21.8% | -12.6% | +4.1% |
| 6M | +13.6% | +51.5% | -37.9% | +2.8% |
| YTD | +12.4% | +38.1% | -25.7% | +3.5% |
| 1Y | +21.2% | +37.7% | -16.5% | +11.6% |
| 3Y | +48.7% | +179.6% | -130.9% | +14.0% |
| 5Y | +61.9% | +504.9% | -443.1% | +1.4% |
| All | +330.3% | +418.0% | -87.7% | +159.8% |
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 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