+85.0%
CHW vs SPY
+75.5%
+9.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.8% |
| 7D | -2.1% | -2.0% | -0.1% | -0.4% |
| 30D | -2.4% | -1.7% | -0.8% | -1.0% |
| 3M | -0.3% | +4.7% | -5.0% | -4.2% |
| 6M | +15.0% | +12.5% | +2.5% | +4.1% |
| YTD | +18.2% | +11.7% | +6.5% | +7.6% |
| 1Y | +22.4% | +17.5% | +4.9% | +7.0% |
| All | +85.0% | +75.5% | +9.5% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling