+10,361.2%
CHD vs WST
+12,330.1%
-1,968.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -2.7% | +0.7% | -3.4% | -2.8% |
| 30D | -4.6% | -3.1% | -1.5% | -4.2% |
| 3M | +5.0% | +7.2% | -2.2% | +3.7% |
| 6M | -3.2% | +36.8% | -40.0% | -8.4% |
| YTD | +18.6% | +23.8% | -5.2% | +13.9% |
| 1Y | +4.8% | +37.8% | -32.9% | -1.4% |
| 3Y | +6.1% | -15.9% | +22.0% | +4.0% |
| 5Y | +24.0% | -25.8% | +49.8% | +21.7% |
| 10Y | +124.5% | +319.6% | -195.1% | +56.3% |
| All | +10,361.2% | +12,330.1% | -1,968.9% | +4,209.6% |
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