+266.1%
CDW vs A
+237.5%
+28.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.7% | -2.5% | -3.8% |
| 7D | -3.9% | -2.1% | -1.8% | -2.9% |
| 30D | +6.9% | +0.6% | +6.3% | +6.6% |
| 3M | +7.7% | +10.9% | -3.2% | +1.8% |
| 6M | +18.3% | +28.2% | -9.8% | +2.7% |
| YTD | +7.8% | +8.6% | -0.8% | +1.7% |
| 1Y | -12.2% | +15.5% | -27.7% | -20.3% |
| 3Y | -28.9% | +31.8% | -60.7% | -42.2% |
| 5Y | -22.8% | -14.9% | -7.9% | -21.4% |
| 10Y | +266.1% | +237.8% | +28.2% | +89.1% |
| All | +266.1% | +237.5% | +28.6% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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