+177.1%
SW vs CHD
+196.1%
-19.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | -2.9% | +3.6% | -6.6% | -3.3% |
| 30D | +5.0% | +10.4% | -5.4% | +3.9% |
| 3M | -13.7% | +12.2% | -25.8% | -14.7% |
| 6M | +8.0% | +19.9% | -11.9% | +6.0% |
| YTD | +14.0% | +36.4% | -22.5% | +10.8% |
| 1Y | +25.6% | +35.1% | -9.5% | +22.2% |
| 3Y | +40.1% | +29.2% | +10.9% | +36.3% |
| 5Y | -2.6% | +33.4% | -36.0% | -7.0% |
| All | +177.1% | +196.1% | -19.0% | +155.1% |
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