+198.6%
CHW vs SPY
+322.5%
-123.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.2% |
| 7D | -1.6% | -0.8% | -0.9% | -0.9% |
| 30D | -2.0% | -1.1% | -0.9% | -1.0% |
| 3M | -0.5% | +3.9% | -4.4% | -3.9% |
| 6M | +13.8% | +13.6% | +0.1% | +1.3% |
| YTD | +18.9% | +12.7% | +6.3% | +6.7% |
| 1Y | +22.2% | +17.5% | +4.6% | +5.5% |
| 3Y | +86.1% | +76.9% | +9.2% | +9.2% |
| 5Y | +27.8% | +83.6% | -55.8% | -28.0% |
| All | +198.6% | +322.5% | -123.8% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling