+313.2%
WMB vs CHD
+123.8%
+189.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | 0.0% | -4.2% | +4.1% | +0.5% |
| 30D | +4.6% | -7.6% | +12.2% | +5.6% |
| 3M | +5.7% | -1.6% | +7.3% | +5.9% |
| 6M | +4.2% | -6.3% | +10.5% | +4.9% |
| YTD | +26.8% | +14.6% | +12.3% | +24.4% |
| 1Y | +34.7% | +1.6% | +33.1% | +34.0% |
| 3Y | +146.8% | +3.1% | +143.7% | +143.6% |
| 5Y | +285.0% | +21.1% | +263.9% | +268.0% |
| 10Y | +313.2% | +128.6% | +184.6% | +259.4% |
| All | +313.2% | +123.8% | +189.3% | +259.4% |
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 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