+29,154.7%
WM vs CHD
+11,559.2%
+17,595.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +4.5% | +5.0% | -0.5% | +3.4% |
| 30D | +16.1% | +15.3% | +0.7% | +12.6% |
| 3M | +8.0% | +7.7% | +0.3% | +6.3% |
| 6M | +8.4% | +19.8% | -11.4% | +4.2% |
| YTD | +11.2% | +34.0% | -22.8% | +4.2% |
| 1Y | +22.3% | +30.1% | -7.8% | +15.3% |
| 3Y | +50.2% | +33.0% | +17.3% | +40.1% |
| 5Y | +63.3% | +33.1% | +30.2% | +51.4% |
| 10Y | +355.0% | +189.4% | +165.6% | +261.0% |
| All | +29,154.7% | +11,559.2% | +17,595.5% | +13,284.0% |
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