+743.1%
SW vs CHD
+928.1%
-185.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.4% | +3.9% |
| 7D | +12.1% | +6.9% | +5.1% | +11.5% |
| 30D | +6.6% | +17.1% | -10.6% | +5.3% |
| 3M | -6.0% | +9.1% | -15.1% | -6.6% |
| 6M | +21.5% | +21.4% | +0.1% | +19.8% |
| YTD | +20.3% | +34.9% | -14.5% | +18.1% |
| 1Y | +28.1% | +31.0% | -2.9% | +25.9% |
| 3Y | +51.6% | +33.8% | +17.8% | +48.6% |
| 5Y | -0.1% | +33.1% | -33.2% | -3.0% |
| 10Y | +189.7% | +191.2% | -1.5% | +171.1% |
| All | +743.1% | +928.1% | -185.1% | +690.8% |
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