+10.0%
SHW vs CHD
+32.8%
-22.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.9% |
| 7D | +1.7% | +3.4% | -1.7% | +0.3% |
| 30D | +7.8% | +10.1% | -2.3% | +3.8% |
| 3M | -3.0% | +11.9% | -14.9% | -7.3% |
| 6M | +14.8% | +19.6% | -4.8% | +6.8% |
| YTD | +8.8% | +36.0% | -27.3% | -3.7% |
| 1Y | +4.2% | +34.8% | -30.5% | -7.4% |
| 3Y | +41.5% | +28.8% | +12.7% | +24.6% |
| All | +10.0% | +32.8% | -22.8% | -6.8% |
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