+1,188.5%
WDC vs CHD
+126.1%
+1,062.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -4.3% | -4.5% | +0.2% | -4.0% |
| 30D | -1.5% | -6.7% | +5.2% | -1.1% |
| 3M | -15.5% | -2.7% | -12.8% | -15.7% |
| 6M | +66.5% | -4.9% | +71.4% | +66.4% |
| YTD | +159.9% | +13.3% | +146.5% | +152.1% |
| 1Y | +366.0% | +1.0% | +364.9% | +359.8% |
| 3Y | +1,285.8% | +1.3% | +1,284.5% | +1,242.1% |
| 5Y | +925.6% | +20.8% | +904.7% | +822.2% |
| All | +1,188.5% | +126.1% | +1,062.4% | +841.6% |
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 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