+26.1%
BDX vs CDW
-2.4%
+28.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +1.0% | +9.1% | -8.1% | -0.6% |
| 30D | +15.1% | +13.7% | +1.4% | +12.2% |
| 3M | +18.2% | +27.0% | -8.8% | +12.6% |
| 6M | +48.1% | +75.9% | -27.7% | +31.5% |
| YTD | +44.1% | +28.9% | +15.3% | +34.6% |
| 1Y | +46.4% | +19.6% | +26.8% | +39.1% |
| 3Y | +24.4% | -14.6% | +39.0% | +25.2% |
| 5Y | +26.1% | -3.2% | +29.2% | +17.7% |
| All | +26.1% | -2.4% | +28.5% | +17.7% |
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