+10,726.6%
WAT vs CHD
+9,343.5%
+1,383.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.3% | -2.7% | +1.4% | -0.6% |
| 30D | +2.3% | -4.6% | +7.0% | +3.5% |
| 3M | +8.7% | +5.0% | +3.7% | +7.2% |
| 6M | +28.3% | -3.2% | +31.5% | +28.9% |
| YTD | +7.8% | +18.6% | -10.9% | +2.7% |
| 1Y | +36.6% | +4.8% | +31.8% | +34.2% |
| 3Y | +45.7% | +6.1% | +39.5% | +42.0% |
| 5Y | -3.3% | +24.0% | -27.3% | -9.9% |
| 10Y | +162.1% | +124.5% | +37.6% | +108.1% |
| All | +10,726.6% | +9,343.5% | +1,383.0% | +5,183.3% |
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