+31.3%
WMB vs CHYM
-24.9%
+56.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.3% | +6.6% | +2.2% |
| 7D | +0.8% | +2.1% | -1.3% | +0.8% |
| 30D | +7.7% | +11.0% | -3.3% | +7.8% |
| 3M | +6.7% | +83.9% | -77.2% | +7.1% |
| 6M | +3.6% | +45.3% | -41.7% | +4.3% |
| YTD | +28.0% | +28.4% | -0.4% | +29.0% |
| 1Y | +37.6% | +32.2% | +5.4% | +37.0% |
| All | +31.3% | -24.9% | +56.2% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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