-9.0%
CHYM vs WM
-5.2%
-3.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.2% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | +30.2% | -2.4% | +32.6% | +30.0% |
| 3M | +85.9% | +0.4% | +85.5% | +85.8% |
| 6M | +49.9% | -9.5% | +59.4% | +50.7% |
| YTD | +34.1% | +0.5% | +33.6% | +35.1% |
| 1Y | +37.0% | -1.1% | +38.1% | +36.1% |
| All | -9.0% | -5.2% | -3.8% | -9.5% |
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 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