+190.2%
WMB vs CHD
+33.4%
+156.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.5% |
| 7D | -6.7% | +0.8% | -7.4% | -6.7% |
| 30D | -8.6% | +13.5% | -22.0% | -9.8% |
| 3M | -4.9% | +8.1% | -13.1% | -5.8% |
| 6M | -6.3% | +19.9% | -26.2% | -8.3% |
| YTD | +13.0% | +34.0% | -21.0% | +8.8% |
| 1Y | +14.9% | +29.8% | -14.9% | +11.2% |
| 3Y | +113.4% | +28.7% | +84.7% | +104.1% |
| 5Y | +190.2% | +31.8% | +158.4% | +159.2% |
| All | +190.2% | +33.4% | +156.7% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling