+366.0%
WDC vs CHD
+2.3%
+363.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -2.8% |
| 7D | -4.3% | -4.5% | +0.2% | -8.3% |
| 30D | -1.5% | -6.7% | +5.2% | -7.2% |
| 3M | -15.5% | -2.7% | -12.8% | -15.7% |
| 6M | +66.5% | -4.9% | +71.4% | +66.0% |
| YTD | +159.9% | +13.3% | +146.5% | +180.7% |
| 1Y | +366.0% | +1.0% | +364.9% | +338.2% |
| All | +366.0% | +2.3% | +363.6% | +338.2% |
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