+182.7%
SW vs CHD
+182.8%
-0.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.7% |
| 7D | +2.3% | +2.0% | +0.4% | +2.1% |
| 30D | +6.8% | +13.0% | -6.2% | +5.4% |
| 3M | -5.2% | +6.1% | -11.3% | -5.8% |
| 6M | +7.4% | +15.9% | -8.4% | +5.8% |
| YTD | +17.4% | +31.6% | -14.2% | +14.6% |
| 1Y | +27.1% | +28.5% | -1.4% | +24.3% |
| 3Y | +47.9% | +30.5% | +17.4% | +44.2% |
| 5Y | -2.6% | +30.7% | -33.3% | -6.7% |
| All | +182.7% | +182.8% | -0.1% | +158.8% |
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 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