+4,422.3%
WEC vs CHD
+11,631.5%
-7,209.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +12.0% | +12.2% | -0.2% | +9.3% |
| 3M | +11.1% | +9.3% | +1.8% | +8.9% |
| 6M | +6.0% | +24.3% | -18.3% | +1.0% |
| YTD | +14.3% | +34.9% | -20.6% | +6.9% |
| 1Y | +8.0% | +32.7% | -24.7% | +1.3% |
| 3Y | +62.8% | +29.4% | +33.4% | +53.0% |
| 5Y | +55.3% | +31.7% | +23.6% | +44.8% |
| 10Y | +193.2% | +191.7% | +1.5% | +136.8% |
| All | +4,422.3% | +11,631.5% | -7,209.2% | +2,319.8% |
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