+8,268.6%
WFC vs CHD
+11,601.1%
-3,332.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +1.7% | +0.4% | +1.4% | +1.6% |
| 30D | +6.8% | +11.6% | -4.7% | +3.7% |
| 3M | -3.0% | +10.7% | -13.7% | -5.7% |
| 6M | +15.4% | +20.2% | -4.8% | +9.5% |
| YTD | -5.9% | +34.5% | -40.4% | -13.7% |
| 1Y | +1.7% | +32.6% | -30.9% | -6.4% |
| 3Y | +124.9% | +29.1% | +95.8% | +105.7% |
| 5Y | +90.5% | +31.5% | +58.9% | +71.0% |
| 10Y | +117.8% | +190.9% | -73.1% | +50.1% |
| All | +8,268.6% | +11,601.1% | -3,332.5% | +2,384.6% |
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