-6.9%
CHYM vs WCC
+105.3%
-112.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.3% | +8.2% | +7.3% |
| 7D | +3.4% | +6.8% | -3.4% | +1.3% |
| 30D | +12.0% | -3.0% | +15.0% | +12.6% |
| 3M | +102.4% | +0.2% | +102.2% | +100.6% |
| 6M | +52.7% | +33.2% | +19.5% | +34.9% |
| YTD | +37.3% | +45.8% | -8.5% | +14.7% |
| 1Y | +42.2% | +68.4% | -26.2% | +14.3% |
| All | -6.9% | +105.3% | -112.2% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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