+13.2%
CNH vs WWD
+191.3%
-178.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +1.8% | +0.6% | +1.2% | +1.6% |
| 30D | +32.6% | -5.1% | +37.7% | +35.3% |
| 3M | +29.4% | -11.2% | +40.7% | +35.5% |
| 6M | +26.0% | -12.0% | +38.0% | +32.0% |
| YTD | +52.2% | +12.0% | +40.2% | +43.1% |
| 1Y | +23.9% | +42.8% | -18.9% | +3.4% |
| 3Y | +10.1% | +168.9% | -158.8% | -36.3% |
| 5Y | +13.2% | +192.2% | -179.0% | -42.5% |
| All | +13.2% | +191.3% | -178.1% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling