+97.3%
BA vs CDW
+942.7%
-845.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.1% | +3.6% | +0.6% |
| 7D | -0.1% | -4.1% | +4.0% | +1.4% |
| 30D | -9.1% | +16.7% | -25.9% | -16.9% |
| 3M | -28.2% | +13.6% | -41.8% | -34.1% |
| 6M | -23.1% | +17.0% | -40.1% | -34.0% |
| YTD | -20.6% | +18.1% | -38.7% | -33.1% |
| 1Y | -12.7% | +10.5% | -23.2% | -23.7% |
| 3Y | -11.6% | -20.9% | +9.3% | -10.1% |
| 5Y | -23.1% | -9.3% | -13.8% | -30.4% |
| 10Y | +34.4% | +310.6% | -276.2% | -39.7% |
| All | +97.3% | +942.7% | -845.4% | -23.6% |
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