+767.2%
WDC vs CHYM
-19.7%
+786.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.9% | -5.9% | +1.0% |
| 7D | +7.5% | +3.4% | +4.1% | +7.4% |
| 30D | +10.1% | +12.0% | -1.9% | +9.9% |
| 3M | -6.8% | +102.4% | -109.2% | -10.6% |
| 6M | +84.1% | +52.7% | +31.5% | +79.8% |
| YTD | +180.3% | +37.3% | +143.0% | +174.5% |
| 1Y | +411.1% | +42.2% | +368.9% | +400.6% |
| All | +767.2% | -19.7% | +786.9% | +768.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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