+12.8%
CNH vs WWD
+170.0%
-157.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +3.0% | +3.7% |
| 7D | +23.3% | +1.3% | +22.0% | +22.7% |
| 30D | +33.5% | -7.2% | +40.6% | +36.7% |
| 3M | +32.7% | -3.8% | +36.6% | +33.9% |
| 6M | +22.2% | -9.9% | +32.1% | +25.8% |
| YTD | +57.7% | +14.8% | +42.9% | +50.2% |
| 1Y | +28.0% | +42.1% | -14.1% | +13.0% |
| All | +12.8% | +170.0% | -157.3% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling