-0.9%
AWK vs CDW
-10.5%
+9.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +4.1% | +2.1% | +2.0% | +3.8% |
| 30D | +18.0% | +14.7% | +3.2% | +16.3% |
| 3M | +12.2% | +11.1% | +1.1% | +10.7% |
| 6M | +21.2% | +45.6% | -24.3% | +15.6% |
| YTD | +17.6% | +17.1% | +0.5% | +14.4% |
| 1Y | +19.2% | +13.2% | +6.1% | +16.5% |
| 3Y | +26.7% | -22.2% | +48.9% | +29.8% |
| All | -0.9% | -10.5% | +9.5% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling