+642.9%
WDC vs CHD
+196.1%
+446.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.1% |
| 7D | +12.1% | +3.6% | +8.4% | +11.9% |
| 30D | -18.8% | +10.4% | -29.2% | -19.3% |
| 3M | -39.3% | +12.2% | -51.5% | -39.7% |
| 6M | -40.1% | +19.9% | -60.0% | -41.2% |
| YTD | +71.8% | +36.4% | +35.4% | +64.8% |
| 1Y | +88.5% | +35.1% | +53.3% | +80.9% |
| 3Y | +770.0% | +29.2% | +740.8% | +721.3% |
| 5Y | +549.0% | +33.4% | +515.7% | +492.5% |
| All | +642.9% | +196.1% | +446.8% | +423.4% |
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