-6.9%
CHYM vs WAT
+17.3%
-24.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.5% | +6.5% | +6.8% |
| 7D | +3.4% | -1.8% | +5.2% | +3.9% |
| 30D | +12.0% | -1.7% | +13.7% | +12.5% |
| 3M | +102.4% | +9.1% | +93.3% | +98.3% |
| 6M | +52.7% | +32.4% | +20.2% | +43.3% |
| YTD | +37.3% | +6.6% | +30.7% | +33.4% |
| 1Y | +42.2% | +34.7% | +7.5% | +33.9% |
| All | -6.9% | +17.3% | -24.2% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling