+135.9%
WMT vs CAH
+393.5%
-257.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.5% |
| 7D | 0.0% | -5.1% | +5.1% | +1.0% |
| 30D | -7.4% | +0.2% | -7.6% | -7.4% |
| 3M | -10.9% | +6.3% | -17.2% | -11.9% |
| 6M | -12.7% | +9.4% | -22.1% | -14.2% |
| YTD | -3.2% | +15.0% | -18.2% | -6.0% |
| 1Y | +5.3% | +55.4% | -50.2% | -4.4% |
| 3Y | +101.9% | +173.8% | -72.0% | +60.9% |
| All | +135.9% | +393.5% | -257.6% | +62.1% |
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 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