+150.5%
AWK vs CDW
+325.6%
-175.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.6% | -1.5% |
| 7D | +1.2% | +9.3% | -8.1% | -0.5% |
| 30D | +15.8% | +15.8% | 0.0% | +12.5% |
| 3M | +11.0% | +21.8% | -10.8% | +6.4% |
| 6M | +21.0% | +58.8% | -37.8% | +9.3% |
| YTD | +16.7% | +22.8% | -6.1% | +9.8% |
| 1Y | +17.2% | +17.9% | -0.8% | +11.0% |
| 3Y | +29.2% | -17.4% | +46.6% | +29.6% |
| 5Y | -2.3% | -5.7% | +3.4% | -7.2% |
| 10Y | +150.5% | +319.5% | -169.0% | +88.7% |
| All | +150.5% | +325.6% | -175.1% | +88.7% |
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