+390.0%
AWK vs CDW
+933.5%
-543.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +4.1% | +2.1% | +2.0% | +3.6% |
| 30D | +18.0% | +14.7% | +3.2% | +15.0% |
| 3M | +12.2% | +11.1% | +1.1% | +9.5% |
| 6M | +21.2% | +45.6% | -24.3% | +12.0% |
| YTD | +17.6% | +17.1% | +0.5% | +11.9% |
| 1Y | +19.2% | +13.2% | +6.1% | +14.1% |
| 3Y | +26.7% | -22.2% | +48.9% | +28.3% |
| 5Y | -1.3% | -10.1% | +8.8% | -4.9% |
| 10Y | +159.7% | +307.0% | -147.3% | +93.7% |
| All | +390.0% | +933.5% | -543.5% | +254.3% |
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 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