-11.1%
CHYM vs WWD
+46.1%
-57.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.7% |
| 7D | -2.3% | -2.6% | +0.3% | -1.6% |
| 30D | +4.4% | -6.9% | +11.4% | +6.1% |
| 3M | +91.3% | -13.0% | +104.4% | +95.6% |
| 6M | +44.0% | -12.5% | +56.4% | +46.3% |
| YTD | +31.1% | +11.8% | +19.3% | +22.9% |
| 1Y | +37.8% | +41.1% | -3.2% | +16.9% |
| All | -11.1% | +46.1% | -57.1% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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