+10,147.9%
CHD vs WSM
+34,818.5%
-24,670.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -2.9% | +2.6% | -5.5% | -3.1% |
| 30D | -6.2% | -9.5% | +3.3% | -5.5% |
| 3M | +1.6% | +12.9% | -11.3% | +0.5% |
| 6M | -3.5% | +23.0% | -26.6% | -5.2% |
| YTD | +16.2% | +28.9% | -12.7% | +13.7% |
| 1Y | +3.4% | +13.7% | -10.3% | +2.0% |
| 3Y | +4.6% | +232.6% | -228.0% | -7.2% |
| 5Y | +21.1% | +185.9% | -164.7% | +7.1% |
| 10Y | +126.5% | +998.6% | -872.1% | +73.3% |
| All | +10,147.9% | +34,818.5% | -24,670.7% | +5,340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling