+293.4%
WBD vs CHD
+1,266.4%
-973.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -1.7% | -4.2% | +2.5% | -0.3% |
| 30D | +3.9% | -7.6% | +11.4% | +6.6% |
| 3M | +5.1% | -1.6% | +6.7% | +5.3% |
| 6M | +0.6% | -6.3% | +6.9% | +2.2% |
| YTD | -3.2% | +14.6% | -17.8% | -8.5% |
| 1Y | +127.7% | +1.6% | +126.1% | +123.6% |
| 3Y | +146.6% | +3.1% | +143.4% | +136.3% |
| 5Y | +4.2% | +21.1% | -16.9% | -7.1% |
| 10Y | +13.7% | +128.6% | -114.9% | -30.1% |
| All | +293.4% | +1,266.4% | -973.0% | +6.6% |
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