+5,013.3%
WPM vs CHD
+1,530.1%
+3,483.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | -3.6% | +3.6% | -7.2% | -4.7% |
| 30D | +1.4% | +10.4% | -9.0% | -2.1% |
| 3M | -0.2% | +12.2% | -12.4% | -4.3% |
| 6M | -7.3% | +19.9% | -27.2% | -13.6% |
| YTD | +12.3% | +36.4% | -24.1% | -0.2% |
| 1Y | +24.9% | +35.1% | -10.2% | +11.3% |
| 3Y | +210.4% | +29.2% | +181.2% | +175.2% |
| 5Y | +210.4% | +33.4% | +177.0% | +165.7% |
| 10Y | +731.7% | +195.0% | +536.6% | +375.8% |
| All | +5,013.3% | +1,530.1% | +3,483.3% | +904.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling