+20.6%
CHD vs BWA
+86.5%
-65.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -4.7% | -0.1% | -4.7% | -4.7% |
| 30D | -8.3% | -5.5% | -2.8% | -8.2% |
| 3M | -4.0% | -7.6% | +3.6% | -3.9% |
| 6M | -6.5% | +25.0% | -31.5% | -7.6% |
| YTD | +13.1% | +47.0% | -33.9% | +11.1% |
| 1Y | +2.3% | +54.0% | -51.7% | +0.3% |
| 3Y | +1.8% | +70.7% | -68.9% | -0.2% |
| 5Y | +20.6% | +86.7% | -66.1% | +16.7% |
| All | +20.6% | +86.5% | -65.9% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling