+131.4%
WMT vs CHD
+19.7%
+111.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -2.5% | -4.7% | +2.2% | -0.9% |
| 30D | -6.4% | -8.3% | +1.9% | -3.7% |
| 3M | -12.1% | -4.0% | -8.1% | -11.0% |
| 6M | -15.0% | -6.5% | -8.4% | -13.3% |
| YTD | -4.5% | +13.1% | -17.6% | -8.4% |
| 1Y | +6.2% | +2.3% | +3.9% | +5.0% |
| 3Y | +99.9% | +1.8% | +98.1% | +95.9% |
| 5Y | +131.4% | +20.6% | +110.9% | +116.9% |
| All | +131.4% | +19.7% | +111.8% | +116.9% |
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 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