+15.7%
BND vs CDW
+262.5%
-246.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | -0.2% |
| 7D | -0.1% | -4.2% | +4.1% | -0.1% |
| 30D | -0.2% | +4.9% | -5.1% | -0.3% |
| 3M | -0.7% | +7.3% | -8.0% | -0.8% |
| 6M | -1.7% | +19.2% | -20.8% | -2.0% |
| YTD | -0.5% | +6.2% | -6.7% | -0.7% |
| 1Y | +0.4% | -14.0% | +14.4% | +0.5% |
| 3Y | +13.1% | -30.0% | +43.1% | +13.5% |
| 5Y | -2.1% | -23.6% | +21.5% | -2.1% |
| 10Y | +15.7% | +269.4% | -253.7% | +15.9% |
| All | +15.7% | +262.5% | -246.8% | +15.9% |
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 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