+12.9%
SHW vs CHD
+19.3%
-6.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | -3.2% | -4.2% | +1.0% | -1.6% |
| 30D | -11.4% | -7.6% | -3.8% | -8.6% |
| 3M | +3.5% | -1.6% | +5.1% | +4.1% |
| 6M | -3.4% | -6.3% | +3.0% | -1.1% |
| YTD | -0.3% | +14.6% | -14.9% | -5.4% |
| 1Y | -10.4% | +1.6% | -12.0% | -11.1% |
| 3Y | +21.3% | +3.1% | +18.2% | +17.3% |
| 5Y | +12.9% | +21.1% | -8.2% | +4.5% |
| All | +12.9% | +19.3% | -6.4% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling