-9.6%
CHYM vs WM
+6.0%
-15.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +7.1% | +3.2% | +3.9% | +7.1% |
| 30D | +15.7% | +13.0% | +2.7% | +15.7% |
| 3M | +4.3% | +9.2% | -5.0% | +3.9% |
| 6M | +92.9% | +13.6% | +79.3% | +92.7% |
| YTD | +33.3% | +12.4% | +20.9% | +34.1% |
| 1Y | +74.8% | +21.2% | +53.6% | +76.9% |
| All | -9.6% | +6.0% | -15.6% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling