+522.2%
BAC vs CDW
+903.1%
-380.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +1.1% | +3.2% | -2.1% | -0.4% |
| 30D | -0.4% | +9.3% | -9.7% | -5.0% |
| 3M | +16.9% | +9.8% | +7.1% | +9.7% |
| 6M | +26.6% | +23.3% | +3.3% | +8.7% |
| YTD | +15.8% | +13.7% | +2.1% | +3.1% |
| 1Y | +27.2% | -6.5% | +33.6% | +24.1% |
| 3Y | +132.4% | -25.2% | +157.6% | +147.8% |
| 5Y | +72.6% | -19.5% | +92.1% | +71.6% |
| 10Y | +389.7% | +285.8% | +103.9% | +127.2% |
| All | +522.2% | +903.1% | -380.9% | +138.1% |
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