+14.2%
WMT vs CHYM
-23.3%
+37.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.4% |
| 7D | 0.0% | -2.3% | +2.3% | -0.1% |
| 30D | -7.4% | +4.4% | -11.8% | -7.2% |
| 3M | -10.9% | +91.3% | -102.2% | -7.5% |
| 6M | -12.7% | +44.0% | -56.7% | -10.5% |
| YTD | -3.2% | +31.1% | -34.3% | -0.7% |
| 1Y | +5.3% | +37.8% | -32.6% | +7.8% |
| All | +14.2% | -23.3% | +37.5% | +15.7% |
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