+220.4%
W vs CHD
+196.6%
+23.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | +7.8% | +12.2% | -4.4% | +3.5% |
| 3M | +10.9% | +9.3% | +1.6% | +7.3% |
| 6M | +86.4% | +24.3% | +62.2% | +73.1% |
| YTD | +14.0% | +34.9% | -20.9% | +2.0% |
| 1Y | +3.5% | +32.7% | -29.2% | -6.8% |
| 3Y | +164.8% | +29.4% | +135.3% | +130.0% |
| 5Y | -53.1% | +31.7% | -84.8% | -60.9% |
| 10Y | +220.4% | +191.7% | +28.8% | +149.6% |
| All | +220.4% | +196.6% | +23.9% | +149.6% |
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