+106.3%
CNH vs WWD
+442.7%
-336.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -3.2% |
| 7D | +6.4% | +8.2% | -1.8% | +2.6% |
| 30D | -1.6% | -0.2% | -1.5% | -1.8% |
| 3M | +11.6% | -8.4% | +20.0% | +15.5% |
| 6M | +12.5% | -9.5% | +22.0% | +16.5% |
| YTD | +31.1% | +10.1% | +21.0% | +22.0% |
| 1Y | +17.0% | +21.6% | -4.6% | +2.7% |
| 3Y | +28.7% | +149.6% | -120.8% | -26.1% |
| 5Y | -17.4% | +191.3% | -208.7% | -57.4% |
| All | +106.3% | +442.7% | -336.4% | -24.0% |
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