+191.7%
CHD vs WST
+452.9%
-261.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | +12.2% | +12.4% | -0.2% | +10.4% |
| 3M | +9.3% | +17.6% | -8.3% | +6.9% |
| 6M | +24.3% | +28.3% | -4.0% | +19.9% |
| YTD | +34.9% | +50.5% | -15.6% | +26.8% |
| 1Y | +32.7% | +49.4% | -16.7% | +24.8% |
| 3Y | +29.4% | +21.9% | +7.5% | +20.5% |
| 5Y | +31.7% | +0.4% | +31.3% | +25.2% |
| 10Y | +191.7% | +451.5% | -259.8% | +72.7% |
| All | +191.7% | +452.9% | -261.2% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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