+512.7%
WPM vs CHD
+125.6%
+387.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.4% |
| 7D | -3.6% | -4.7% | +1.1% | -2.6% |
| 30D | +12.5% | -8.3% | +20.8% | +14.6% |
| 3M | +40.6% | -4.0% | +44.6% | +41.6% |
| 6M | +0.5% | -6.5% | +7.1% | +1.8% |
| YTD | +29.0% | +13.1% | +15.9% | +25.0% |
| 1Y | +43.8% | +2.3% | +41.5% | +42.3% |
| 3Y | +266.3% | +1.8% | +264.5% | +258.5% |
| 5Y | +255.1% | +20.6% | +234.5% | +225.5% |
| All | +512.7% | +125.6% | +387.1% | +367.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling