+46.0%
WM vs CAH
+196.0%
-150.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.1% |
| 7D | -0.3% | +5.4% | -5.7% | -1.3% |
| 30D | -2.4% | +3.3% | -5.7% | -3.0% |
| 3M | +0.4% | +22.8% | -22.4% | -3.6% |
| 6M | -9.5% | +11.3% | -20.7% | -11.6% |
| YTD | +0.5% | +21.1% | -20.6% | -3.6% |
| 1Y | -1.1% | +67.2% | -68.3% | -12.0% |
| All | +46.0% | +196.0% | -150.0% | +14.1% |
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