+68.0%
CNH vs WWD
+826.9%
-758.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +3.0% | +3.5% |
| 7D | +23.3% | +1.3% | +22.0% | +22.5% |
| 30D | +33.5% | -7.2% | +40.6% | +38.0% |
| 3M | +32.7% | -3.8% | +36.6% | +34.1% |
| 6M | +22.2% | -9.9% | +32.1% | +27.2% |
| YTD | +57.7% | +14.8% | +42.9% | +44.4% |
| 1Y | +28.0% | +42.1% | -14.1% | +3.8% |
| 3Y | +11.5% | +170.8% | -159.3% | -38.5% |
| 5Y | +11.9% | +197.5% | -185.6% | -42.8% |
| 10Y | +162.8% | +477.8% | -315.0% | -11.6% |
| All | +68.0% | +826.9% | -758.9% | -55.5% |
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 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