+282.9%
CHD vs NWSA
+123.2%
+159.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.8% |
| 7D | -2.9% | -2.6% | -0.3% | -2.6% |
| 30D | -6.2% | +4.6% | -10.8% | -6.7% |
| 3M | +1.6% | +10.2% | -8.6% | +0.3% |
| 6M | -3.5% | +21.6% | -25.2% | -5.9% |
| YTD | +16.2% | +14.6% | +1.6% | +14.1% |
| 1Y | +3.4% | +0.4% | +3.0% | +3.0% |
| 3Y | +4.6% | +45.0% | -40.4% | -1.0% |
| 5Y | +21.1% | +41.3% | -20.1% | +13.3% |
| 10Y | +126.5% | +142.8% | -16.2% | +87.0% |
| All | +282.9% | +123.2% | +159.7% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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