+280.9%
WMB vs CHD
+196.6%
+84.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -7.1% | +12.2% | -19.2% | -8.4% |
| 3M | -4.0% | +9.3% | -13.3% | -5.1% |
| 6M | -5.7% | +24.3% | -30.0% | -8.4% |
| YTD | +17.2% | +34.9% | -17.7% | +12.5% |
| 1Y | +17.2% | +32.7% | -15.5% | +12.8% |
| 3Y | +121.1% | +29.4% | +91.6% | +111.9% |
| 5Y | +197.2% | +31.7% | +165.5% | +181.0% |
| 10Y | +280.9% | +191.7% | +89.2% | +220.4% |
| All | +280.9% | +196.6% | +84.4% | +220.4% |
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