-12.0%
CHYM vs WSM
+46.5%
-58.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.8% | -4.5% |
| 7D | -2.9% | +0.4% | -3.4% | -3.1% |
| 30D | +3.0% | -10.7% | +13.7% | +10.0% |
| 3M | +98.7% | +8.5% | +90.2% | +88.0% |
| 6M | +46.4% | +19.6% | +26.8% | +29.5% |
| YTD | +29.8% | +26.6% | +3.2% | +11.9% |
| 1Y | +40.5% | +12.0% | +28.5% | +27.3% |
| All | -12.0% | +46.5% | -58.4% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling