+7.0%
WMT vs CAH
+65.8%
-58.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +3.9% | +5.4% | -1.5% | +3.5% |
| 30D | -4.4% | +3.3% | -7.7% | -4.7% |
| 3M | -8.8% | +22.8% | -31.6% | -9.6% |
| 6M | -15.6% | +11.3% | -26.9% | -16.4% |
| YTD | -3.2% | +21.1% | -24.4% | -3.9% |
| 1Y | +7.0% | +67.2% | -60.2% | +5.2% |
| All | +7.0% | +65.8% | -58.8% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling