+147.8%
SW vs CHD
+123.7%
+24.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.1% | -2.7% | -2.4% | -4.8% |
| 30D | -4.6% | -4.6% | 0.0% | -4.1% |
| 3M | +9.4% | +5.0% | +4.4% | +8.9% |
| 6M | +3.5% | -3.2% | +6.7% | +3.7% |
| YTD | +22.0% | +18.6% | +3.4% | +20.4% |
| 1Y | +2.2% | +4.8% | -2.6% | +1.5% |
| 3Y | +19.6% | +6.1% | +13.5% | +18.4% |
| 5Y | -2.3% | +24.0% | -26.3% | -6.3% |
| All | +147.8% | +123.7% | +24.0% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling