+4.7%
WY vs CHD
+126.1%
-121.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -4.2% | -4.5% | +0.3% | -2.5% |
| 30D | -10.1% | -6.7% | -3.4% | -7.7% |
| 3M | -8.5% | -2.7% | -5.8% | -7.5% |
| 6M | -3.3% | -4.9% | +1.6% | -1.6% |
| YTD | -4.4% | +13.3% | -17.7% | -9.1% |
| 1Y | -11.5% | +1.0% | -12.5% | -12.3% |
| 3Y | -24.3% | +1.3% | -25.6% | -26.2% |
| 5Y | -21.3% | +20.8% | -42.1% | -30.4% |
| All | +4.7% | +126.1% | -121.4% | -28.7% |
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