+31.6%
CHD vs WU
-43.8%
+75.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.2% |
| 7D | +3.6% | -2.0% | +5.7% | +3.9% |
| 30D | +10.4% | +11.4% | -1.0% | +8.6% |
| 3M | +12.2% | -6.8% | +19.0% | +13.1% |
| 6M | +19.9% | -14.6% | +34.5% | +21.8% |
| YTD | +36.4% | -20.6% | +57.1% | +39.7% |
| 1Y | +35.1% | -15.4% | +50.5% | +36.9% |
| 3Y | +29.2% | -23.6% | +52.8% | +31.7% |
| All | +31.6% | -43.8% | +75.4% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling