+228.3%
ABT vs CDW
+329.6%
-101.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.8% |
| 7D | +1.0% | +13.1% | -12.1% | -2.2% |
| 30D | +11.6% | +19.1% | -7.5% | +6.5% |
| 3M | +2.3% | +24.7% | -22.4% | -4.0% |
| 6M | +32.7% | +63.4% | -30.6% | +14.8% |
| YTD | -9.6% | +26.3% | -36.0% | -17.6% |
| 1Y | -10.1% | +20.6% | -30.7% | -16.9% |
| 3Y | +25.2% | -16.3% | +41.5% | +25.2% |
| 5Y | -4.5% | -3.9% | -0.6% | -11.4% |
| 10Y | +228.3% | +331.5% | -103.2% | +104.3% |
| All | +228.3% | +329.6% | -101.3% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling