-6.9%
CHYM vs WAB
+39.1%
-46.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.4% | +8.3% | +7.5% |
| 7D | +3.4% | +0.2% | +3.2% | +3.2% |
| 30D | +12.0% | -4.6% | +16.5% | +13.9% |
| 3M | +102.4% | +5.6% | +96.8% | +94.2% |
| 6M | +52.7% | +13.8% | +38.9% | +38.3% |
| YTD | +37.3% | +31.9% | +5.4% | +8.8% |
| 1Y | +42.2% | +48.3% | -6.1% | +5.9% |
| All | -6.9% | +39.1% | -46.0% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling