-12.2%
CHD vs WETO
-99.4%
+87.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.2% |
| 7D | -4.5% | -4.3% | -0.2% | -4.5% |
| 30D | -6.7% | -39.9% | +33.2% | -6.2% |
| 3M | -2.7% | -97.9% | +95.2% | -4.3% |
| 6M | -4.9% | -95.0% | +90.1% | -5.9% |
| YTD | +13.3% | -97.2% | +110.5% | +12.1% |
| 1Y | +1.0% | -98.9% | +99.9% | -0.3% |
| All | -12.2% | -99.4% | +87.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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