+285.0%
WMB vs CAH
+400.5%
-115.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | 0.0% | -2.2% | +2.2% | +0.5% |
| 30D | +4.6% | +1.2% | +3.4% | +4.2% |
| 3M | +5.7% | +13.1% | -7.3% | +2.4% |
| 6M | +4.2% | +8.5% | -4.3% | +1.8% |
| YTD | +26.8% | +17.6% | +9.2% | +20.9% |
| 1Y | +34.7% | +60.7% | -26.0% | +16.8% |
| 3Y | +146.8% | +183.2% | -36.4% | +78.7% |
| 5Y | +285.0% | +402.2% | -117.2% | +133.3% |
| All | +285.0% | +400.5% | -115.5% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling