+987.7%
BBWI vs CHD
+10,220.8%
-9,233.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | +1.5% | -2.7% | +4.2% | +2.3% |
| 30D | -5.2% | -4.6% | -0.6% | -3.9% |
| 3M | +11.1% | +5.0% | +6.1% | +9.6% |
| 6M | -13.4% | -3.2% | -10.2% | -12.6% |
| YTD | +0.1% | +18.6% | -18.5% | -4.7% |
| 1Y | -36.1% | +4.8% | -41.0% | -37.2% |
| 3Y | -44.1% | +6.1% | -50.2% | -46.0% |
| 5Y | -66.2% | +24.0% | -90.2% | -69.1% |
| 10Y | -54.8% | +124.5% | -179.2% | -66.3% |
| All | +987.7% | +10,220.8% | -9,233.1% | +208.9% |
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