+326.4%
WM vs CHD
+180.1%
+146.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.2% | +2.4% | -1.2% | +0.3% |
| 30D | +13.7% | +13.9% | -0.2% | +8.5% |
| 3M | +5.2% | +8.5% | -3.3% | +2.1% |
| 6M | +11.2% | +20.4% | -9.2% | +3.9% |
| YTD | +9.4% | +34.5% | -25.1% | -2.1% |
| 1Y | +20.4% | +33.8% | -13.4% | +7.9% |
| 3Y | +44.7% | +29.1% | +15.5% | +29.4% |
| 5Y | +58.5% | +31.2% | +27.2% | +38.6% |
| 10Y | +326.4% | +193.1% | +133.2% | +197.8% |
| All | +326.4% | +180.1% | +146.3% | +197.8% |
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