+1,107.0%
BBWI vs CHD
+11,604.3%
-10,497.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.2% | +2.4% | -6.6% | -4.8% |
| 30D | +24.9% | +13.9% | +10.9% | +20.5% |
| 3M | +13.2% | +8.5% | +4.7% | +10.8% |
| 6M | +12.1% | +20.4% | -8.3% | +6.6% |
| YTD | +11.1% | +34.5% | -23.5% | +2.2% |
| 1Y | +0.7% | +33.8% | -33.0% | -7.3% |
| 3Y | -23.8% | +29.1% | -52.9% | -30.0% |
| 5Y | -66.9% | +31.2% | -98.2% | -70.2% |
| 10Y | -45.3% | +193.1% | -238.5% | -62.2% |
| All | +1,107.0% | +11,604.3% | -10,497.3% | +231.4% |
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