+916.1%
WDC vs CHD
+20.9%
+895.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -2.9% |
| 7D | -4.3% | -4.5% | +0.2% | -5.3% |
| 30D | -1.5% | -6.7% | +5.2% | -2.9% |
| 3M | -15.5% | -2.7% | -12.8% | -15.6% |
| 6M | +66.5% | -4.9% | +71.4% | +66.4% |
| YTD | +159.9% | +13.3% | +146.5% | +162.4% |
| 1Y | +366.0% | +1.0% | +364.9% | +368.6% |
| 3Y | +1,285.8% | +1.3% | +1,284.5% | +1,277.7% |
| All | +916.1% | +20.9% | +895.2% | +949.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling