+14,847.5%
WWD vs CHD
+9,368.8%
+5,478.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | +4.0% | +3.6% | +0.3% | +3.1% |
| 30D | +0.4% | +10.4% | -10.0% | -2.1% |
| 3M | -7.9% | +12.2% | -20.1% | -10.7% |
| 6M | -10.6% | +19.9% | -30.6% | -14.9% |
| YTD | +9.4% | +36.4% | -27.0% | +0.9% |
| 1Y | +25.7% | +35.1% | -9.4% | +16.2% |
| 3Y | +148.5% | +29.2% | +119.4% | +129.6% |
| 5Y | +189.5% | +33.4% | +156.1% | +162.5% |
| 10Y | +451.8% | +195.0% | +256.7% | +297.0% |
| All | +14,847.5% | +9,368.8% | +5,478.7% | +7,954.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling