+145.0%
WFC vs CHD
+126.1%
+18.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.4% | -4.5% | +4.8% | +1.1% |
| 30D | +1.5% | -6.7% | +8.2% | +2.7% |
| 3M | +10.2% | -2.7% | +12.9% | +10.6% |
| 6M | +18.8% | -4.9% | +23.7% | +19.6% |
| YTD | -1.5% | +13.3% | -14.9% | -3.9% |
| 1Y | +13.5% | +1.0% | +12.5% | +12.9% |
| 3Y | +135.0% | +1.3% | +133.6% | +131.3% |
| 5Y | +130.1% | +20.8% | +109.2% | +115.7% |
| All | +145.0% | +126.1% | +18.9% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling