+128.3%
WFC vs CHD
+19.3%
+109.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | +0.4% | -4.2% | +4.6% | +1.0% |
| 30D | +2.5% | -7.6% | +10.0% | +3.4% |
| 3M | +10.0% | -1.6% | +11.6% | +10.2% |
| 6M | +15.1% | -6.3% | +21.4% | +15.7% |
| YTD | -2.2% | +14.6% | -16.8% | -4.0% |
| 1Y | +13.5% | +1.6% | +11.9% | +13.0% |
| 3Y | +135.2% | +3.1% | +132.1% | +131.4% |
| 5Y | +128.3% | +21.1% | +107.3% | +115.9% |
| All | +128.3% | +19.3% | +109.0% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling