+158.6%
AWK vs CDW
+312.7%
-154.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.5% |
| 7D | +0.1% | +9.3% | -9.2% | -1.4% |
| 30D | +14.3% | +14.4% | -0.1% | +11.3% |
| 3M | +10.3% | +21.4% | -11.1% | +5.8% |
| 6M | +18.9% | +72.8% | -53.9% | +5.8% |
| YTD | +17.7% | +28.0% | -10.3% | +9.8% |
| 1Y | +16.9% | +19.3% | -2.5% | +10.7% |
| 3Y | +32.2% | -15.3% | +47.5% | +32.3% |
| 5Y | -2.2% | -3.8% | +1.6% | -7.3% |
| All | +158.6% | +312.7% | -154.1% | +90.8% |
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