+20,418.4%
SHW vs CHD
+10,220.8%
+10,197.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -3.2% | -2.7% | -0.6% | -2.5% |
| 30D | -9.5% | -4.6% | -4.9% | -8.4% |
| 3M | +11.5% | +5.0% | +6.4% | +10.0% |
| 6M | -3.5% | -3.2% | -0.3% | -2.8% |
| YTD | +3.7% | +18.6% | -14.9% | -1.0% |
| 1Y | -7.9% | +4.8% | -12.7% | -9.4% |
| 3Y | +24.7% | +6.1% | +18.6% | +21.4% |
| 5Y | +13.6% | +24.0% | -10.4% | +5.8% |
| 10Y | +283.0% | +124.5% | +158.5% | +205.7% |
| All | +20,418.4% | +10,220.8% | +10,197.6% | +7,572.6% |
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