+11,791.1%
CHD vs WST
+15,004.7%
-3,213.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 3M | +9.3% | +17.6% | -8.3% | +6.4% |
| 6M | +24.3% | +28.3% | -4.0% | +19.1% |
| YTD | +34.9% | +50.5% | -15.6% | +25.4% |
| 1Y | +32.7% | +49.4% | -16.7% | +23.5% |
| 3Y | +29.4% | +21.9% | +7.5% | +19.1% |
| 5Y | +31.7% | +0.4% | +31.3% | +22.8% |
| 10Y | +191.7% | +451.5% | -259.8% | +94.3% |
| All | +11,791.1% | +15,004.7% | -3,213.6% | +4,645.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling