+26,336.4%
WM vs CHD
+10,220.8%
+16,115.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -2.7% | +2.4% | +0.3% |
| 30D | -2.4% | -4.6% | +2.2% | -1.4% |
| 3M | +0.4% | +5.0% | -4.6% | -0.6% |
| 6M | -9.5% | -3.2% | -6.3% | -9.0% |
| YTD | +0.5% | +18.6% | -18.1% | -3.4% |
| 1Y | -1.1% | +4.8% | -5.9% | -2.5% |
| 3Y | +46.0% | +6.1% | +39.9% | +42.8% |
| 5Y | +51.8% | +24.0% | +27.9% | +43.1% |
| 10Y | +307.5% | +124.5% | +183.1% | +239.7% |
| All | +26,336.4% | +10,220.8% | +16,115.6% | +12,316.8% |
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 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