-11.1%
CHYM vs WU
-13.7%
+2.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -2.3% | -3.5% | +1.2% | -1.2% |
| 30D | +4.4% | -2.9% | +7.4% | +5.4% |
| 3M | +91.3% | -2.3% | +93.6% | +88.2% |
| 6M | +44.0% | -25.4% | +69.3% | +56.5% |
| YTD | +31.1% | -21.2% | +52.3% | +39.8% |
| 1Y | +37.8% | -8.9% | +46.7% | +35.9% |
| All | -11.1% | -13.7% | +2.7% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling