+113.2%
WDC vs CHD
+30.9%
+82.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.6% | -9.4% | -3.8% |
| 7D | -18.3% | +6.9% | -25.3% | -11.4% |
| 30D | -26.7% | +17.1% | -43.8% | -11.7% |
| 3M | -40.9% | +9.1% | -50.0% | -34.0% |
| 6M | -26.8% | +21.4% | -48.1% | -7.4% |
| YTD | +88.2% | +34.9% | +53.3% | +158.2% |
| 1Y | +113.2% | +31.0% | +82.2% | +180.3% |
| All | +113.2% | +30.9% | +82.3% | +180.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling