+11.4%
WBD vs CHD
+126.1%
-114.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.7% | -4.5% | +3.7% | 0.0% |
| 30D | +1.4% | -6.7% | +8.1% | +2.5% |
| 3M | +4.4% | -2.7% | +7.1% | +4.7% |
| 6M | +0.8% | -4.9% | +5.8% | +1.4% |
| YTD | -2.7% | +13.3% | -16.0% | -5.2% |
| 1Y | +73.4% | +1.0% | +72.4% | +72.1% |
| 3Y | +142.1% | +1.3% | +140.8% | +138.1% |
| 5Y | +7.2% | +20.8% | -13.6% | +2.1% |
| All | +11.4% | +126.1% | -114.8% | -9.0% |
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 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