+251.7%
BAC vs CDW
+325.6%
-74.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.8% | -2.6% | +0.1% |
| 7D | +2.0% | +9.3% | -7.3% | -2.4% |
| 30D | -6.9% | +15.8% | -22.7% | -13.5% |
| 3M | -19.6% | +21.8% | -41.4% | -27.9% |
| 6M | -0.5% | +58.8% | -59.2% | -24.1% |
| YTD | -6.6% | +22.8% | -29.4% | -21.0% |
| 1Y | -3.0% | +17.9% | -20.9% | -16.2% |
| 3Y | +97.3% | -17.4% | +114.7% | +99.1% |
| 5Y | +21.9% | -5.7% | +27.6% | +9.8% |
| 10Y | +251.7% | +319.5% | -67.8% | +52.3% |
| All | +251.7% | +325.6% | -74.0% | +52.3% |
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 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