+43.8%
WPM vs CHD
+0.8%
+43.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.6% |
| 7D | -3.6% | -4.7% | +1.1% | -3.3% |
| 30D | +12.5% | -8.3% | +20.8% | +13.1% |
| 3M | +40.6% | -4.0% | +44.6% | +41.2% |
| 6M | +0.5% | -6.5% | +7.1% | +1.0% |
| YTD | +29.0% | +13.1% | +15.9% | +31.6% |
| 1Y | +43.8% | +2.3% | +41.5% | +44.2% |
| All | +43.8% | +0.8% | +43.0% | +44.2% |
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