-47.7%
BBWI vs CHD
+196.1%
-243.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | +0.1% | +3.6% | -3.5% | -0.7% |
| 30D | +12.9% | +10.4% | +2.5% | +10.4% |
| 3M | +16.0% | +12.2% | +3.8% | +13.0% |
| 6M | +16.6% | +19.9% | -3.3% | +12.1% |
| YTD | +9.7% | +36.4% | -26.7% | +2.7% |
| 1Y | +1.5% | +35.1% | -33.6% | -5.0% |
| 3Y | -21.4% | +29.2% | -50.5% | -26.6% |
| 5Y | -67.6% | +33.4% | -101.0% | -70.4% |
| All | -47.7% | +196.1% | -243.8% | -57.3% |
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 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