+8,627.7%
WFC vs CHD
+10,220.8%
-1,593.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | -2.7% | +6.5% | +4.5% |
| 30D | +1.5% | -4.6% | +6.1% | +2.7% |
| 3M | +10.9% | +5.0% | +5.8% | +9.2% |
| 6M | +8.4% | -3.2% | +11.6% | +9.1% |
| YTD | -1.9% | +18.6% | -20.5% | -6.8% |
| 1Y | +12.3% | +4.8% | +7.5% | +10.1% |
| 3Y | +132.3% | +6.1% | +126.2% | +123.9% |
| 5Y | +130.1% | +24.0% | +106.1% | +109.6% |
| 10Y | +134.4% | +124.5% | +9.9% | +73.5% |
| All | +8,627.7% | +10,220.8% | -1,593.1% | +2,582.4% |
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