+237.7%
BAC vs CDW
+329.6%
-91.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -1.1% |
| 7D | +2.1% | +13.1% | -11.0% | -3.8% |
| 30D | -6.7% | +19.1% | -25.8% | -14.4% |
| 3M | -20.2% | +24.7% | -45.0% | -29.3% |
| 6M | -0.2% | +63.4% | -63.6% | -24.9% |
| YTD | -6.4% | +26.3% | -32.7% | -21.8% |
| 1Y | -3.1% | +20.6% | -23.7% | -17.1% |
| 3Y | +96.7% | -16.3% | +113.1% | +97.7% |
| 5Y | +21.3% | -3.9% | +25.2% | +8.5% |
| 10Y | +237.7% | +331.5% | -93.8% | +44.2% |
| All | +237.7% | +329.6% | -91.9% | +44.2% |
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