-1.6%
SW vs CHD
+32.0%
-33.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | +4.7% | +5.0% | -0.4% | +4.2% |
| 30D | +5.0% | +15.3% | -10.3% | +3.9% |
| 3M | -7.3% | +7.7% | -15.1% | -7.9% |
| 6M | +15.0% | +19.8% | -4.8% | +13.7% |
| YTD | +18.5% | +34.0% | -15.5% | +17.6% |
| 1Y | +27.1% | +30.1% | -3.0% | +26.0% |
| 3Y | +49.3% | +33.0% | +16.4% | +50.4% |
| 5Y | -1.6% | +33.1% | -34.8% | -6.7% |
| All | -1.6% | +32.0% | -33.7% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling