+15,961.7%
GWW vs CHD
+11,766.8%
+4,194.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | +3.6% | +3.6% | -0.1% | +2.7% |
| 30D | +12.1% | +10.4% | +1.7% | +9.7% |
| 3M | +12.9% | +12.2% | +0.7% | +10.0% |
| 6M | +19.3% | +19.9% | -0.6% | +14.3% |
| YTD | +48.7% | +36.4% | +12.3% | +38.4% |
| 1Y | +60.5% | +35.1% | +25.4% | +49.7% |
| 3Y | +93.3% | +29.2% | +64.1% | +80.7% |
| 5Y | +219.0% | +33.4% | +185.6% | +193.5% |
| 10Y | +659.0% | +195.0% | +463.9% | +482.9% |
| All | +15,961.7% | +11,766.8% | +4,194.9% | +6,775.9% |
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