+150.1%
WWD vs CHD
+29.4%
+120.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +8.2% | +0.4% | +7.8% | +8.1% |
| 30D | -0.2% | +11.6% | -11.8% | -1.6% |
| 3M | -8.4% | +10.7% | -19.1% | -9.6% |
| 6M | -9.5% | +20.2% | -29.8% | -11.8% |
| YTD | +10.1% | +34.5% | -24.4% | +6.5% |
| 1Y | +21.6% | +32.6% | -11.0% | +17.7% |
| All | +150.1% | +29.4% | +120.7% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling