+2.5%
CHD vs BWA
+67.1%
-64.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -7.6% | -5.6% | -2.0% | -7.7% |
| 3M | -1.6% | -10.7% | +9.1% | -1.7% |
| 6M | -6.3% | +23.2% | -29.5% | -6.6% |
| YTD | +14.6% | +46.0% | -31.4% | +14.6% |
| 1Y | +1.6% | +51.2% | -49.6% | +1.7% |
| All | +2.5% | +67.1% | -64.7% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling