-56.2%
BBWI vs CHD
+126.1%
-182.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.2% | +6.4% |
| 7D | -4.8% | -4.5% | -0.4% | -3.8% |
| 30D | +3.5% | -6.7% | +10.2% | +5.1% |
| 3M | -0.3% | -2.7% | +2.4% | +0.4% |
| 6M | -5.4% | -4.9% | -0.4% | -4.3% |
| YTD | -4.7% | +13.3% | -18.1% | -7.1% |
| 1Y | -30.5% | +1.0% | -31.5% | -30.7% |
| 3Y | -44.3% | +1.3% | -45.7% | -45.2% |
| 5Y | -66.9% | +20.8% | -87.7% | -69.1% |
| All | -56.2% | +126.1% | -182.3% | -62.8% |
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