+21.1%
CHD vs WCC
+228.2%
-207.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | -4.2% | +6.8% | -11.0% | -4.2% |
| 30D | -7.6% | -3.0% | -4.6% | -7.6% |
| 3M | -1.6% | +0.2% | -1.8% | -1.6% |
| 6M | -6.3% | +33.2% | -39.5% | -6.8% |
| YTD | +14.6% | +45.8% | -31.2% | +13.8% |
| 1Y | +1.6% | +68.4% | -66.8% | +0.7% |
| 3Y | +3.1% | +131.1% | -128.0% | +1.4% |
| 5Y | +21.1% | +225.6% | -204.5% | +21.1% |
| All | +21.1% | +228.2% | -207.1% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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