+188.3%
ITW vs CHD
+126.1%
+62.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.7% | -4.5% | +3.7% | +0.7% |
| 30D | -8.3% | -6.7% | -1.6% | -6.4% |
| 3M | +6.0% | -2.7% | +8.7% | +6.8% |
| 6M | 0.0% | -4.9% | +4.9% | +1.3% |
| YTD | +10.2% | +13.3% | -3.1% | +5.8% |
| 1Y | +3.2% | +1.0% | +2.2% | +2.4% |
| 3Y | +21.0% | +1.3% | +19.6% | +18.6% |
| 5Y | +37.9% | +20.8% | +17.1% | +25.9% |
| All | +188.3% | +126.1% | +62.2% | +121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling