+1.1%
CHD vs WSM
+226.4%
-225.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.3% |
| 7D | -4.7% | +0.4% | -5.2% | -4.7% |
| 30D | -8.3% | -10.7% | +2.4% | -8.2% |
| 3M | -4.0% | +8.5% | -12.5% | -4.0% |
| 6M | -6.5% | +19.6% | -26.2% | -6.5% |
| YTD | +13.1% | +26.6% | -13.5% | +13.2% |
| 1Y | +2.3% | +12.0% | -9.6% | +2.3% |
| All | +1.1% | +226.4% | -225.3% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling