+13.2%
CHW vs SPY
+72.1%
-58.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.0% |
| 7D | -1.7% | +2.6% | -4.3% | -3.9% |
| 30D | -5.8% | -2.0% | -3.8% | -4.2% |
| 3M | -11.6% | -2.8% | -8.8% | -9.4% |
| 6M | -11.1% | +2.1% | -13.2% | -12.6% |
| YTD | +7.6% | +11.5% | -3.8% | -1.8% |
| 1Y | +9.5% | +13.5% | -3.9% | -1.5% |
| 3Y | +76.6% | +77.7% | -1.1% | +7.8% |
| All | +13.2% | +72.1% | -58.9% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling