+228.6%
CHW vs SPY
+614.1%
-385.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.0% |
| 7D | -1.7% | +2.6% | -4.3% | -4.1% |
| 30D | -5.8% | -2.0% | -3.8% | -4.0% |
| 3M | -11.6% | -2.8% | -8.8% | -9.2% |
| 6M | -11.1% | +2.1% | -13.2% | -12.8% |
| YTD | +7.6% | +11.5% | -3.8% | -2.8% |
| 1Y | +9.5% | +13.5% | -3.9% | -2.7% |
| 3Y | +76.6% | +77.7% | -1.1% | +1.6% |
| 5Y | +13.0% | +72.6% | -59.6% | -33.6% |
| 10Y | +178.0% | +308.2% | -130.2% | -28.5% |
| All | +228.6% | +614.1% | -385.5% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling