+8,900.5%
WMT vs CHD
+9,868.9%
-968.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -0.2% | -4.2% | +3.9% | +0.8% |
| 30D | -5.8% | -7.6% | +1.7% | -4.1% |
| 3M | -10.8% | -1.6% | -9.2% | -10.5% |
| 6M | -14.3% | -6.3% | -8.0% | -13.2% |
| YTD | -4.4% | +14.6% | -19.0% | -7.6% |
| 1Y | +4.3% | +1.6% | +2.7% | +3.6% |
| 3Y | +100.1% | +3.1% | +96.9% | +96.8% |
| 5Y | +130.8% | +21.1% | +109.8% | +117.8% |
| 10Y | +433.7% | +128.6% | +305.1% | +334.5% |
| All | +8,900.5% | +9,868.9% | -968.4% | +3,396.0% |
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