+482.1%
WWD vs CHD
+126.1%
+356.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | -2.6% | -4.5% | +1.9% | -1.7% |
| 30D | -6.9% | -6.7% | -0.2% | -5.7% |
| 3M | -13.0% | -2.7% | -10.3% | -12.7% |
| 6M | -12.5% | -4.9% | -7.5% | -11.7% |
| YTD | +11.8% | +13.3% | -1.5% | +8.9% |
| 1Y | +41.1% | +1.0% | +40.0% | +40.3% |
| 3Y | +163.1% | +1.3% | +161.7% | +159.0% |
| 5Y | +187.6% | +20.8% | +166.8% | +169.3% |
| All | +482.1% | +126.1% | +356.0% | +397.9% |
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 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