+649.4%
WY vs CHD
+10,010.3%
-9,360.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.8% |
| 7D | -2.1% | -2.9% | +0.8% | -1.2% |
| 30D | -10.5% | -6.2% | -4.3% | -8.8% |
| 3M | -4.9% | +1.6% | -6.4% | -5.3% |
| 6M | -4.9% | -3.5% | -1.4% | -4.0% |
| YTD | -1.7% | +16.2% | -17.9% | -6.2% |
| 1Y | -9.4% | +3.4% | -12.8% | -10.7% |
| 3Y | -22.3% | +4.6% | -26.9% | -24.4% |
| 5Y | -20.5% | +21.1% | -41.7% | -26.7% |
| 10Y | +4.9% | +126.5% | -121.6% | -20.2% |
| All | +649.4% | +10,010.3% | -9,360.9% | +166.4% |
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 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