+176.0%
WBD vs CHYM
-23.3%
+199.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -0.7% | -2.3% | +1.5% | -0.6% |
| 30D | +1.4% | +4.4% | -3.0% | +0.8% |
| 3M | +4.4% | +91.3% | -86.9% | -4.5% |
| 6M | +0.8% | +44.0% | -43.2% | -4.2% |
| YTD | -2.7% | +31.1% | -33.8% | -6.4% |
| 1Y | +73.4% | +37.8% | +35.6% | +66.2% |
| All | +176.0% | -23.3% | +199.2% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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