+2,881.1%
CHD vs WTW
+1,102.0%
+1,779.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -4.5% | -5.7% | +1.3% | -3.3% |
| 30D | -6.7% | -7.3% | +0.5% | -5.3% |
| 3M | -2.7% | +21.5% | -24.2% | -6.8% |
| 6M | -4.9% | +9.6% | -14.6% | -7.2% |
| YTD | +13.3% | -3.3% | +16.6% | +13.2% |
| 1Y | +1.0% | -6.1% | +7.1% | +1.5% |
| 3Y | +1.3% | +61.8% | -60.5% | -9.9% |
| 5Y | +20.8% | +42.7% | -21.8% | +9.3% |
| 10Y | +126.1% | +197.2% | -71.1% | +72.1% |
| All | +2,881.1% | +1,102.0% | +1,779.1% | +1,709.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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