-1.5%
BBY vs CDW
-23.8%
+22.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | +1.2% | -4.2% | +5.4% | +2.9% |
| 30D | +6.8% | +4.9% | +1.9% | +3.8% |
| 3M | +18.7% | +7.3% | +11.5% | +12.9% |
| 6M | +37.3% | +19.2% | +18.1% | +18.7% |
| YTD | +35.3% | +6.2% | +29.1% | +24.5% |
| 1Y | +20.7% | -14.0% | +34.7% | +25.1% |
| 3Y | +39.4% | -30.0% | +69.4% | +55.6% |
| 5Y | -1.5% | -23.6% | +22.1% | -3.8% |
| All | -1.5% | -23.8% | +22.3% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling