+336.4%
WM vs CHD
+182.8%
+153.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.4% |
| 7D | +1.2% | +2.0% | -0.8% | +0.5% |
| 30D | +13.1% | +13.0% | +0.1% | +8.3% |
| 3M | +3.6% | +6.1% | -2.5% | +1.4% |
| 6M | +8.1% | +15.9% | -7.8% | +2.4% |
| YTD | +8.9% | +31.6% | -22.7% | -1.7% |
| 1Y | +20.3% | +28.5% | -8.1% | +9.5% |
| 3Y | +46.2% | +30.5% | +15.7% | +30.3% |
| 5Y | +59.9% | +30.7% | +29.2% | +40.1% |
| All | +336.4% | +182.8% | +153.6% | +213.6% |
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 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