-11.1%
CHYM vs WSM
+48.1%
-59.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | -2.3% | -0.5% | -1.7% | -1.9% |
| 30D | +4.4% | -7.7% | +12.1% | +9.4% |
| 3M | +91.3% | +3.8% | +87.5% | +86.0% |
| 6M | +44.0% | +22.7% | +21.3% | +25.5% |
| YTD | +31.1% | +28.0% | +3.1% | +12.3% |
| 1Y | +37.8% | +12.7% | +25.1% | +24.3% |
| All | -11.1% | +48.1% | -59.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling