-33.9%
BAX vs CDW
+325.6%
-359.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.8% | -2.4% | +1.1% |
| 7D | +9.0% | +9.3% | -0.3% | +6.3% |
| 30D | +8.5% | +15.8% | -7.3% | +4.0% |
| 3M | -4.1% | +21.8% | -25.9% | -9.8% |
| 6M | +46.9% | +58.8% | -11.8% | +26.8% |
| YTD | +38.4% | +22.8% | +15.6% | +27.1% |
| 1Y | +47.0% | +17.9% | +29.1% | +36.6% |
| 3Y | -14.9% | -17.4% | +2.5% | -13.8% |
| 5Y | -62.5% | -5.7% | -56.8% | -64.1% |
| 10Y | -33.9% | +319.5% | -353.4% | -48.0% |
| All | -33.9% | +325.6% | -359.5% | -48.0% |
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