+21.2%
WM vs CHD
+33.5%
-12.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | +3.2% | +3.6% | -0.4% | +1.9% |
| 30D | +13.0% | +10.4% | +2.6% | +9.3% |
| 3M | +9.2% | +12.2% | -2.9% | +5.1% |
| 6M | +13.6% | +19.9% | -6.3% | +7.4% |
| YTD | +12.4% | +36.4% | -24.0% | +2.0% |
| 1Y | +21.2% | +35.1% | -13.9% | +10.4% |
| All | +21.2% | +33.5% | -12.3% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling