+51.5%
WPM vs CHD
+7.1%
+44.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +1.1% | -2.7% | +3.8% | +1.2% |
| 30D | +26.4% | -4.6% | +31.0% | +26.7% |
| 3M | +20.8% | +5.0% | +15.8% | +20.3% |
| 6M | +1.1% | -3.2% | +4.3% | +1.2% |
| YTD | +32.5% | +18.6% | +13.8% | +34.9% |
| 1Y | +51.5% | +4.8% | +46.7% | +50.9% |
| All | +51.5% | +7.1% | +44.5% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling