+4,092.2%
WAB vs CHD
+8,511.6%
-4,419.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -3.2% | -2.7% | -0.5% | -2.5% |
| 30D | -4.4% | -4.6% | +0.2% | -3.3% |
| 3M | +7.9% | +5.0% | +2.8% | +6.2% |
| 6M | +8.7% | -3.2% | +11.9% | +9.3% |
| YTD | +33.0% | +18.6% | +14.3% | +26.4% |
| 1Y | +46.7% | +4.8% | +41.8% | +43.8% |
| 3Y | +153.0% | +6.1% | +146.9% | +144.0% |
| 5Y | +222.3% | +24.0% | +198.3% | +193.9% |
| 10Y | +291.0% | +124.5% | +166.5% | +184.6% |
| All | +4,092.2% | +8,511.6% | -4,419.4% | +1,337.0% |
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