+39.9%
WWD vs CHD
+0.8%
+39.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.2% |
| 7D | -2.9% | -4.7% | +1.9% | -2.1% |
| 30D | -6.6% | -8.3% | +1.7% | -5.2% |
| 3M | -9.3% | -4.0% | -5.3% | -8.7% |
| 6M | -13.6% | -6.5% | -7.1% | -13.3% |
| YTD | +10.4% | +13.1% | -2.7% | +11.1% |
| 1Y | +39.9% | +2.3% | +37.6% | +39.7% |
| All | +39.9% | +0.8% | +39.0% | +39.7% |
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 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