+5,376.0%
WMB vs CHD
+10,220.8%
-4,844.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +0.6% | -2.7% | +3.2% | +1.3% |
| 30D | +3.3% | -4.6% | +7.9% | +4.5% |
| 3M | +3.1% | +5.0% | -1.9% | +1.6% |
| 6M | -0.7% | -3.2% | +2.5% | -0.2% |
| YTD | +25.2% | +18.6% | +6.5% | +18.9% |
| 1Y | +32.9% | +4.8% | +28.0% | +30.1% |
| 3Y | +140.6% | +6.1% | +134.4% | +131.9% |
| 5Y | +273.5% | +24.0% | +249.5% | +240.6% |
| 10Y | +334.2% | +124.5% | +209.8% | +220.3% |
| All | +5,376.0% | +10,220.8% | -4,844.8% | +1,690.7% |
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