+358.8%
AWK vs CDW
+903.1%
-544.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.7% | +3.2% | -1.4% | +1.2% |
| 30D | +5.6% | +9.3% | -3.7% | +3.8% |
| 3M | +15.9% | +9.8% | +6.1% | +13.4% |
| 6M | +4.6% | +23.3% | -18.8% | -0.8% |
| YTD | +10.1% | +13.7% | -3.6% | +5.7% |
| 1Y | +2.1% | -6.5% | +8.6% | +1.7% |
| 3Y | +9.8% | -25.2% | +35.1% | +12.6% |
| 5Y | -15.4% | -19.5% | +4.1% | -16.2% |
| 10Y | +129.4% | +285.8% | -156.4% | +73.2% |
| All | +358.8% | +903.1% | -544.4% | +234.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling