-21.6%
WY vs CHD
+19.7%
-41.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.3% |
| 7D | -3.7% | -4.7% | +1.0% | -2.3% |
| 30D | -11.3% | -8.3% | -3.0% | -9.0% |
| 3M | -8.1% | -4.0% | -4.1% | -7.0% |
| 6M | -7.4% | -6.5% | -0.9% | -5.7% |
| YTD | -4.7% | +13.1% | -17.8% | -8.0% |
| 1Y | -9.2% | +2.3% | -11.5% | -10.0% |
| 3Y | -24.7% | +1.8% | -26.5% | -25.8% |
| 5Y | -21.6% | +20.6% | -42.1% | -23.6% |
| All | -21.6% | +19.7% | -41.2% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling