+106.3%
CNH vs WWD
+460.9%
-354.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.7% | -4.5% |
| 7D | +4.5% | +0.4% | +4.1% | +4.4% |
| 30D | +7.6% | -0.4% | +8.0% | +7.5% |
| 3M | +17.0% | -6.1% | +23.1% | +19.5% |
| 6M | +12.9% | -9.5% | +22.5% | +16.9% |
| YTD | +34.3% | +10.8% | +23.4% | +24.5% |
| 1Y | +28.5% | +23.5% | +5.0% | +11.9% |
| 3Y | +31.9% | +151.3% | -119.4% | -24.5% |
| 5Y | -9.6% | +187.8% | -197.4% | -53.1% |
| 10Y | +106.3% | +461.1% | -354.8% | -24.2% |
| All | +106.3% | +460.9% | -354.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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