+31.8%
BA vs CDW
+303.2%
-271.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +1.1% | +2.1% | -1.0% | -0.6% |
| 30D | -7.9% | +14.7% | -22.7% | -15.4% |
| 3M | -25.3% | +11.1% | -36.4% | -31.0% |
| 6M | -24.6% | +45.6% | -70.2% | -42.5% |
| YTD | -20.1% | +17.1% | -37.2% | -33.3% |
| 1Y | -11.8% | +13.2% | -24.9% | -24.9% |
| 3Y | -10.1% | -22.2% | +12.1% | -7.7% |
| 5Y | -22.7% | -10.1% | -12.6% | -31.2% |
| All | +31.8% | +303.2% | -271.4% | -37.2% |
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