+191.3%
WWD vs CHD
+30.9%
+160.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | -8.4% | +10.7% | -19.1% | -10.2% |
| 6M | -9.5% | +20.2% | -29.8% | -12.8% |
| YTD | +10.1% | +34.5% | -24.4% | +4.0% |
| 1Y | +21.6% | +32.6% | -11.0% | +15.1% |
| 3Y | +149.6% | +29.1% | +120.5% | +133.0% |
| 5Y | +191.3% | +31.5% | +159.8% | +152.1% |
| All | +191.3% | +30.9% | +160.4% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling