+125.4%
CHD vs WSM
+1,071.8%
-946.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -4.5% | -0.5% | -3.9% | -4.4% |
| 30D | -6.7% | -7.7% | +1.0% | -6.2% |
| 3M | -2.7% | +3.8% | -6.5% | -3.0% |
| 6M | -4.9% | +22.7% | -27.6% | -6.3% |
| YTD | +13.3% | +28.0% | -14.7% | +11.4% |
| 1Y | +1.0% | +12.7% | -11.7% | -0.1% |
| 3Y | +1.3% | +231.3% | -229.9% | -9.4% |
| 5Y | +20.8% | +177.2% | -156.3% | +7.8% |
| All | +125.4% | +1,071.8% | -946.4% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling