+15,588.9%
WWD vs CHD
+8,135.2%
+7,453.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.3% | -2.7% | +4.0% | +2.0% |
| 30D | -7.2% | -4.6% | -2.5% | -6.1% |
| 3M | -3.8% | +5.0% | -8.9% | -5.2% |
| 6M | -9.9% | -3.2% | -6.7% | -9.4% |
| YTD | +14.8% | +18.6% | -3.8% | +9.7% |
| 1Y | +42.1% | +4.8% | +37.2% | +39.6% |
| 3Y | +170.8% | +6.1% | +164.7% | +162.6% |
| 5Y | +197.5% | +24.0% | +173.5% | +174.8% |
| 10Y | +477.8% | +124.5% | +353.4% | +345.6% |
| All | +15,588.9% | +8,135.2% | +7,453.6% | +8,663.0% |
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