-5.1%
WAT vs CHD
+21.8%
-26.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -0.9% |
| 7D | -0.7% | -2.9% | +2.2% | +0.3% |
| 30D | -1.0% | -6.2% | +5.2% | +1.2% |
| 3M | +10.9% | +1.6% | +9.3% | +10.1% |
| 6M | +33.2% | -3.5% | +36.7% | +34.3% |
| YTD | +6.1% | +16.2% | -10.1% | -0.1% |
| 1Y | +30.2% | +3.4% | +26.8% | +27.9% |
| 3Y | +52.9% | +4.6% | +48.3% | +48.5% |
| 5Y | -5.1% | +21.1% | -26.3% | -13.0% |
| All | -5.1% | +21.8% | -26.9% | -13.0% |
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 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