+11,850.9%
WDC vs CHD
+11,601.1%
+249.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +16.3% | +0.4% | +15.9% | +16.2% |
| 30D | -18.3% | +11.6% | -29.8% | -20.7% |
| 3M | -31.4% | +10.7% | -42.1% | -33.5% |
| 6M | -36.3% | +20.2% | -56.5% | -40.3% |
| YTD | +80.8% | +34.5% | +46.3% | +63.5% |
| 1Y | +87.7% | +32.6% | +55.1% | +70.1% |
| 3Y | +819.4% | +29.1% | +790.3% | +721.2% |
| 5Y | +583.2% | +31.5% | +551.7% | +496.2% |
| 10Y | +689.8% | +190.9% | +498.9% | +424.3% |
| All | +11,850.9% | +11,601.1% | +249.8% | +2,651.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling