-12.0%
CHYM vs WM
-7.1%
-4.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.7% | -5.5% |
| 7D | -2.9% | -3.1% | +0.2% | -3.1% |
| 30D | +3.0% | -5.3% | +8.3% | +2.6% |
| 3M | +98.7% | -4.2% | +103.0% | +97.8% |
| 6M | +46.4% | -8.1% | +54.5% | +46.7% |
| YTD | +29.8% | -1.4% | +31.2% | +30.6% |
| 1Y | +40.5% | +0.2% | +40.2% | +40.9% |
| All | -12.0% | -7.1% | -4.9% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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