+4,316.0%
WAB vs CHD
+9,801.6%
-5,485.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.2% |
| 7D | +5.1% | +3.6% | +1.4% | +4.1% |
| 30D | +4.0% | +10.4% | -6.4% | +1.2% |
| 3M | +0.1% | +12.2% | -12.1% | -3.1% |
| 6M | +12.8% | +19.9% | -7.1% | +6.9% |
| YTD | +40.1% | +36.4% | +3.7% | +28.0% |
| 1Y | +46.4% | +35.1% | +11.2% | +34.1% |
| 3Y | +167.4% | +29.2% | +138.2% | +144.4% |
| 5Y | +215.0% | +33.4% | +181.6% | +181.8% |
| 10Y | +269.2% | +195.0% | +74.2% | +148.3% |
| All | +4,316.0% | +9,801.6% | -5,485.6% | +1,355.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling