-12.0%
CHYM vs WWD
+44.1%
-56.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -4.0% | -5.1% |
| 7D | -2.9% | -2.9% | -0.1% | -2.2% |
| 30D | +3.0% | -6.6% | +9.6% | +4.5% |
| 3M | +98.7% | -9.3% | +108.0% | +100.3% |
| 6M | +46.4% | -13.6% | +60.0% | +49.2% |
| YTD | +29.8% | +10.4% | +19.4% | +22.1% |
| 1Y | +40.5% | +39.9% | +0.6% | +19.3% |
| All | -12.0% | +44.1% | -56.1% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling