+13,779.4%
GWW vs CHD
+10,010.3%
+3,769.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.6% | -2.2% |
| 7D | -1.5% | -2.9% | +1.4% | -0.9% |
| 30D | +1.1% | -6.2% | +7.3% | +2.5% |
| 3M | -1.0% | +1.6% | -2.5% | -1.5% |
| 6M | +16.3% | -3.5% | +19.8% | +16.9% |
| YTD | +28.5% | +16.2% | +12.3% | +23.9% |
| 1Y | +30.3% | +3.4% | +26.9% | +28.7% |
| 3Y | +91.6% | +4.6% | +87.0% | +87.4% |
| 5Y | +224.0% | +21.1% | +202.8% | +204.7% |
| 10Y | +551.3% | +126.5% | +424.8% | +428.8% |
| All | +13,779.4% | +10,010.3% | +3,769.0% | +6,056.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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