+34.4%
WAT vs CHD
+31.9%
+2.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +9.0% | +12.2% | -3.2% | +4.6% |
| 3M | +13.5% | +9.3% | +4.1% | +9.8% |
| 6M | +35.3% | +24.3% | +11.0% | +24.6% |
| YTD | +24.0% | +34.9% | -10.9% | +10.6% |
| 1Y | +22.0% | +32.7% | -10.7% | +9.4% |
| 3Y | +84.0% | +29.4% | +54.6% | +66.0% |
| 5Y | +34.4% | +31.7% | +2.7% | +15.1% |
| All | +34.4% | +31.9% | +2.5% | +15.1% |
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