+34.8%
CNH vs WWD
+749.5%
-714.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.6% | +1.1% |
| 7D | -1.7% | +4.2% | -5.9% | -3.8% |
| 30D | -7.2% | -2.1% | -5.1% | -6.8% |
| 3M | +6.5% | -13.2% | +19.7% | +13.1% |
| 6M | +7.9% | -16.9% | +24.7% | +16.3% |
| YTD | +26.6% | +5.2% | +21.4% | +20.1% |
| 1Y | +13.8% | +20.6% | -6.8% | -0.2% |
| 3Y | +9.2% | +146.3% | -137.1% | -37.3% |
| 5Y | -15.6% | +171.3% | -186.9% | -55.0% |
| 10Y | +119.2% | +471.3% | -352.1% | -26.5% |
| All | +34.8% | +749.5% | -714.6% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling