-3.4%
BDX vs CDW
-22.8%
+19.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.1% | -2.1% |
| 7D | -4.3% | -3.9% | -0.4% | -3.6% |
| 30D | +1.3% | +6.9% | -5.6% | -0.1% |
| 3M | +20.2% | +7.7% | +12.6% | +18.1% |
| 6M | +8.6% | +18.3% | -9.7% | +3.5% |
| YTD | +19.0% | +7.8% | +11.2% | +15.3% |
| 1Y | +21.2% | -12.2% | +33.3% | +22.8% |
| 3Y | -9.7% | -28.9% | +19.2% | -5.8% |
| 5Y | -3.4% | -22.8% | +19.4% | -6.1% |
| All | -3.4% | -22.8% | +19.4% | -6.1% |
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