+390.6%
BAC vs CDW
+933.5%
-542.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -1.2% | +2.1% | -3.3% | -2.4% |
| 30D | -7.7% | +14.7% | -22.4% | -13.7% |
| 3M | -21.2% | +11.1% | -32.3% | -26.2% |
| 6M | -6.8% | +45.6% | -52.4% | -25.4% |
| YTD | -8.7% | +17.1% | -25.8% | -20.7% |
| 1Y | -5.3% | +13.2% | -18.5% | -16.4% |
| 3Y | +87.4% | -22.2% | +109.6% | +94.0% |
| 5Y | +18.9% | -10.1% | +29.0% | +10.5% |
| 10Y | +273.3% | +307.0% | -33.7% | +67.5% |
| All | +390.6% | +933.5% | -542.9% | +83.2% |
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 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