+48.7%
WM vs CAH
+180.6%
-131.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +3.2% | +3.5% | -0.2% | +2.5% |
| 30D | +13.0% | +13.5% | -0.5% | +10.1% |
| 3M | +9.2% | +21.8% | -12.6% | +4.8% |
| 6M | +13.6% | +51.5% | -37.9% | +4.6% |
| YTD | +12.4% | +38.1% | -25.7% | +4.9% |
| 1Y | +21.2% | +37.7% | -16.5% | +13.1% |
| 3Y | +48.7% | +179.6% | -130.9% | +19.1% |
| All | +48.7% | +180.6% | -131.9% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling