-11.1%
CHYM vs WETO
-99.1%
+88.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.0% |
| 7D | -2.3% | -4.3% | +2.1% | -2.2% |
| 30D | +4.4% | -39.9% | +44.3% | +1.6% |
| 3M | +91.3% | -97.9% | +189.2% | +101.1% |
| 6M | +44.0% | -95.0% | +139.0% | +40.3% |
| YTD | +31.1% | -97.2% | +128.3% | +29.4% |
| 1Y | +37.8% | -98.9% | +136.8% | +36.6% |
| All | -11.1% | -99.1% | +88.1% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling