+37.8%
CHYM vs WAT
+38.4%
-0.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | -2.3% | -0.3% | -2.0% | -2.1% |
| 30D | +4.4% | -1.9% | +6.3% | +5.0% |
| 3M | +91.3% | +13.5% | +77.8% | +84.7% |
| 6M | +44.0% | +37.2% | +6.7% | +32.3% |
| YTD | +31.1% | +7.5% | +23.6% | +26.9% |
| 1Y | +37.8% | +35.0% | +2.8% | +24.1% |
| All | +37.8% | +38.4% | -0.5% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling