+324.8%
WM vs CHD
+196.6%
+128.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +13.8% | +12.2% | +1.6% | +9.2% |
| 3M | +6.4% | +9.3% | -2.9% | +3.0% |
| 6M | +13.2% | +24.3% | -11.0% | +4.6% |
| YTD | +10.8% | +34.9% | -24.1% | -1.0% |
| 1Y | +20.2% | +32.7% | -12.5% | +8.0% |
| 3Y | +46.5% | +29.4% | +17.0% | +30.9% |
| 5Y | +61.3% | +31.7% | +29.6% | +40.8% |
| 10Y | +324.8% | +191.7% | +133.1% | +197.6% |
| All | +324.8% | +196.6% | +128.2% | +197.6% |
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