+21,462.4%
SHW vs CHD
+11,766.8%
+9,695.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +1.9% | +3.6% | -1.7% | +0.9% |
| 30D | +8.1% | +10.4% | -2.4% | +5.3% |
| 3M | -2.8% | +12.2% | -15.0% | -5.6% |
| 6M | +15.0% | +19.9% | -4.9% | +9.7% |
| YTD | +9.0% | +36.4% | -27.4% | +0.4% |
| 1Y | +4.5% | +35.1% | -30.7% | -3.6% |
| 3Y | +41.9% | +29.2% | +12.7% | +31.4% |
| 5Y | +10.7% | +33.4% | -22.7% | +1.2% |
| 10Y | +340.4% | +195.0% | +145.3% | +229.3% |
| All | +21,462.4% | +11,766.8% | +9,695.5% | +7,675.7% |
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