-11.1%
CHYM vs WAB
+40.4%
-51.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.6% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | +4.4% | -4.1% | +8.5% | +6.0% |
| 3M | +91.3% | +8.2% | +83.1% | +81.2% |
| 6M | +44.0% | +15.4% | +28.6% | +29.6% |
| YTD | +31.1% | +33.1% | -2.0% | +3.5% |
| 1Y | +37.8% | +48.1% | -10.2% | +2.6% |
| All | -11.1% | +40.4% | -51.5% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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