+167.9%
WAT vs CHD
+123.8%
+44.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -1.8% | -4.2% | +2.4% | -0.5% |
| 30D | -1.7% | -7.6% | +5.9% | +0.7% |
| 3M | +9.1% | -1.6% | +10.7% | +9.4% |
| 6M | +32.4% | -6.3% | +38.7% | +34.6% |
| YTD | +6.6% | +14.6% | -8.0% | +1.5% |
| 1Y | +34.7% | +1.6% | +33.1% | +33.1% |
| 3Y | +53.6% | +3.1% | +50.4% | +50.2% |
| 5Y | -4.1% | +21.1% | -25.2% | -11.6% |
| 10Y | +167.9% | +128.6% | +39.2% | +113.9% |
| All | +167.9% | +123.8% | +44.0% | +113.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling