+414.8%
BBY vs CDW
+903.1%
-488.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.6% |
| 7D | +9.5% | +3.2% | +6.3% | +7.8% |
| 30D | +6.8% | +9.3% | -2.5% | +1.7% |
| 3M | +28.9% | +9.8% | +19.1% | +21.0% |
| 6M | +37.8% | +23.3% | +14.5% | +18.2% |
| YTD | +38.7% | +13.7% | +25.1% | +23.7% |
| 1Y | +23.7% | -6.5% | +30.2% | +21.4% |
| 3Y | +39.1% | -25.2% | +64.4% | +49.9% |
| 5Y | -0.4% | -19.5% | +19.1% | +1.6% |
| 10Y | +234.0% | +285.8% | -51.8% | +77.8% |
| All | +414.8% | +903.1% | -488.3% | +148.9% |
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