+101.9%
WMT vs CHD
+0.7%
+101.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | 0.0% | -4.5% | +4.5% | +1.3% |
| 30D | -7.4% | -6.7% | -0.7% | -5.6% |
| 3M | -10.9% | -2.7% | -8.1% | -10.2% |
| 6M | -12.7% | -4.9% | -7.7% | -11.7% |
| YTD | -3.2% | +13.3% | -16.6% | -6.2% |
| 1Y | +5.3% | +1.0% | +4.3% | +4.9% |
| 3Y | +101.9% | +1.3% | +100.5% | +103.9% |
| All | +101.9% | +0.7% | +101.2% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling