+17,845.4%
WDC vs CHD
+10,220.8%
+7,624.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +1.7% | -2.7% | +4.4% | +2.5% |
| 30D | -10.0% | -4.6% | -5.3% | -9.0% |
| 3M | -18.8% | +5.0% | -23.8% | -20.7% |
| 6M | +79.0% | -3.2% | +82.2% | +78.0% |
| YTD | +171.6% | +18.6% | +152.9% | +154.3% |
| 1Y | +417.4% | +4.8% | +412.6% | +399.2% |
| 3Y | +1,251.8% | +6.1% | +1,245.7% | +1,174.4% |
| 5Y | +911.7% | +24.0% | +887.7% | +794.7% |
| 10Y | +1,399.6% | +124.5% | +1,275.2% | +972.4% |
| All | +17,845.4% | +10,220.8% | +7,624.6% | +4,181.0% |
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