-11.5%
WY vs CHD
+2.3%
-13.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -4.2% | -4.5% | +0.3% | -2.7% |
| 30D | -10.1% | -6.7% | -3.4% | -7.9% |
| 3M | -8.5% | -2.7% | -5.8% | -7.5% |
| 6M | -3.3% | -4.9% | +1.6% | -2.2% |
| YTD | -4.4% | +13.3% | -17.7% | -6.5% |
| 1Y | -11.5% | +1.0% | -12.5% | -12.3% |
| All | -11.5% | +2.3% | -13.8% | -12.3% |
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