+267.8%
WPM vs CHD
+3.2%
+264.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.2% |
| 7D | +7.0% | -2.9% | +9.9% | +7.2% |
| 30D | +15.7% | -6.2% | +21.9% | +16.1% |
| 3M | +35.2% | +1.6% | +33.7% | +35.1% |
| 6M | +6.1% | -3.5% | +9.6% | +6.2% |
| YTD | +32.6% | +16.2% | +16.3% | +32.5% |
| 1Y | +46.9% | +3.4% | +43.5% | +47.4% |
| All | +267.8% | +3.2% | +264.6% | +265.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling