+236.2%
BBY vs CDW
+271.4%
-35.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.7% | -7.4% | +8.0% | +4.4% |
| 30D | +5.8% | +5.8% | -0.1% | +1.9% |
| 3M | +18.0% | +10.8% | +7.2% | +9.7% |
| 6M | +39.8% | +21.5% | +18.4% | +18.7% |
| YTD | +35.4% | +6.4% | +29.0% | +23.4% |
| 1Y | +21.4% | -14.8% | +36.2% | +24.9% |
| 3Y | +39.5% | -29.9% | +69.4% | +55.7% |
| 5Y | -0.5% | -22.9% | +22.4% | +3.0% |
| All | +236.2% | +271.4% | -35.2% | +59.6% |
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