+8,900.5%
WMT vs CAH
+14,635.5%
-5,734.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -0.2% | -2.2% | +2.0% | +0.2% |
| 30D | -5.8% | +1.2% | -7.0% | -6.1% |
| 3M | -10.8% | +13.1% | -23.9% | -13.0% |
| 6M | -14.3% | +8.5% | -22.8% | -15.9% |
| YTD | -4.4% | +17.6% | -22.0% | -7.9% |
| 1Y | +4.3% | +60.7% | -56.3% | -6.1% |
| 3Y | +100.1% | +183.2% | -83.1% | +59.3% |
| 5Y | +130.8% | +402.2% | -271.4% | +62.1% |
| 10Y | +433.7% | +302.3% | +131.4% | +272.7% |
| All | +8,900.5% | +14,635.5% | -5,734.9% | +2,539.9% |
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