+21,413.3%
SHW vs CHD
+11,734.1%
+9,679.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.7% |
| 7D | +1.7% | +3.4% | -1.7% | +0.8% |
| 30D | +7.8% | +10.1% | -2.3% | +5.2% |
| 3M | -3.0% | +11.9% | -14.9% | -5.8% |
| 6M | +14.8% | +19.6% | -4.8% | +9.5% |
| YTD | +8.8% | +36.0% | -27.3% | +0.2% |
| 1Y | +4.2% | +34.8% | -30.5% | -3.7% |
| 3Y | +41.5% | +28.8% | +12.7% | +31.2% |
| 5Y | +10.5% | +33.0% | -22.5% | +1.1% |
| 10Y | +339.4% | +194.2% | +145.1% | +228.8% |
| All | +21,413.3% | +11,734.1% | +9,679.1% | +7,663.8% |
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 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