-12.0%
CHYM vs WU
-14.2%
+2.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | -2.9% | -5.0% | +2.1% | -1.4% |
| 30D | +3.0% | -2.3% | +5.2% | +3.7% |
| 3M | +98.7% | -3.2% | +101.9% | +96.2% |
| 6M | +46.4% | -25.0% | +71.5% | +58.9% |
| YTD | +29.8% | -21.7% | +51.5% | +38.6% |
| 1Y | +40.5% | -9.0% | +49.4% | +38.3% |
| All | -12.0% | -14.2% | +2.3% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling