-11.1%
CHYM vs WST
+55.9%
-66.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -2.3% | +1.8% | -4.1% | -2.6% |
| 30D | +4.4% | -1.7% | +6.2% | +4.7% |
| 3M | +91.3% | +4.9% | +86.4% | +89.6% |
| 6M | +44.0% | +45.5% | -1.5% | +34.0% |
| YTD | +31.1% | +26.1% | +5.0% | +24.3% |
| 1Y | +37.8% | +31.7% | +6.2% | +29.3% |
| All | -11.1% | +55.9% | -66.9% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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