+42.1%
WWD vs CHD
+7.1%
+35.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.3% | -2.7% | +4.0% | +1.7% |
| 30D | -7.2% | -4.6% | -2.5% | -6.4% |
| 3M | -3.8% | +5.0% | -8.9% | -4.7% |
| 6M | -9.9% | -3.2% | -6.7% | -10.3% |
| YTD | +14.8% | +18.6% | -3.8% | +14.7% |
| 1Y | +42.1% | +4.8% | +37.2% | +40.9% |
| All | +42.1% | +7.1% | +35.0% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling