+8,892.5%
ITW vs CHD
+9,868.9%
-976.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.4% |
| 7D | -1.9% | -4.2% | +2.3% | -0.8% |
| 30D | -10.4% | -7.6% | -2.8% | -8.6% |
| 3M | +3.5% | -1.6% | +5.1% | +3.9% |
| 6M | -3.4% | -6.3% | +2.9% | -1.9% |
| YTD | +8.5% | +14.6% | -6.1% | +4.6% |
| 1Y | +3.2% | +1.6% | +1.6% | +2.4% |
| 3Y | +18.9% | +3.1% | +15.7% | +16.5% |
| 5Y | +35.0% | +21.1% | +14.0% | +26.2% |
| 10Y | +188.6% | +128.6% | +60.0% | +127.1% |
| All | +8,892.5% | +9,868.9% | -976.5% | +3,369.0% |
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