+38.0%
WM vs CAVA
+34.5%
+3.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | -0.5% |
| 7D | -1.2% | -8.5% | +7.4% | -1.0% |
| 30D | -4.5% | -8.2% | +3.7% | -4.3% |
| 3M | -2.2% | -25.9% | +23.7% | -1.6% |
| 6M | -11.5% | -30.9% | +19.5% | -10.8% |
| YTD | -0.7% | -3.7% | +3.0% | -1.3% |
| 1Y | +0.3% | -13.4% | +13.8% | 0.0% |
| 3Y | +44.2% | +44.2% | 0.0% | +40.5% |
| All | +38.0% | +34.5% | +3.5% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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