+217.7%
WAB vs CHD
+30.9%
+186.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +7.9% | +0.4% | +7.6% | +7.9% |
| 30D | +4.9% | +11.6% | -6.7% | +3.1% |
| 3M | +1.8% | +10.7% | -8.9% | +0.2% |
| 6M | +12.0% | +20.2% | -8.3% | +8.6% |
| YTD | +41.3% | +34.5% | +6.8% | +35.0% |
| 1Y | +43.8% | +32.6% | +11.3% | +37.6% |
| 3Y | +171.1% | +29.1% | +142.0% | +155.8% |
| 5Y | +217.7% | +31.5% | +186.2% | +182.2% |
| All | +217.7% | +30.9% | +186.8% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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