-11.1%
CHYM vs WCN
-15.3%
+4.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.3% | -3.1% | +0.9% | -1.5% |
| 30D | +4.4% | -3.4% | +7.8% | +5.3% |
| 3M | +91.3% | +3.0% | +88.3% | +90.3% |
| 6M | +44.0% | -3.8% | +47.7% | +46.7% |
| YTD | +31.1% | -8.3% | +39.4% | +33.5% |
| 1Y | +37.8% | -9.7% | +47.6% | +43.1% |
| All | -11.1% | -15.3% | +4.2% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling