+31.6%
CHD vs BWA
+27.4%
+4.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +3.6% | +4.3% | -0.6% | +3.6% |
| 30D | +10.4% | -13.0% | +23.4% | +10.7% |
| 3M | +12.2% | -24.8% | +37.0% | +12.7% |
| 6M | +19.9% | -23.5% | +43.4% | +20.2% |
| YTD | +36.4% | +13.8% | +22.6% | +34.4% |
| 1Y | +35.1% | +13.4% | +21.7% | +33.1% |
| 3Y | +29.2% | +62.8% | -33.6% | +25.1% |
| All | +31.6% | +27.4% | +4.1% | +30.1% |
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