+26,336.4%
WM vs CAH
+15,076.3%
+11,260.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.1% |
| 7D | -0.3% | +5.4% | -5.7% | -1.4% |
| 30D | -2.4% | +3.3% | -5.7% | -3.1% |
| 3M | +0.4% | +22.8% | -22.4% | -3.9% |
| 6M | -9.5% | +11.3% | -20.7% | -11.7% |
| YTD | +0.5% | +21.1% | -20.6% | -3.9% |
| 1Y | -1.1% | +67.2% | -68.3% | -12.0% |
| 3Y | +46.0% | +195.6% | -149.6% | +14.5% |
| 5Y | +51.8% | +413.8% | -362.0% | +5.1% |
| 10Y | +307.5% | +309.6% | -2.1% | +182.3% |
| All | +26,336.4% | +15,076.3% | +11,260.0% | +10,306.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling