+331.5%
CDW vs A
+312.5%
+19.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.5% |
| 7D | +13.1% | +1.4% | +11.7% | +12.4% |
| 30D | +19.1% | +4.3% | +14.8% | +16.7% |
| 3M | +24.7% | +19.8% | +4.9% | +13.5% |
| 6M | +63.4% | +54.4% | +9.0% | +28.9% |
| YTD | +26.3% | +31.7% | -5.4% | +7.7% |
| 1Y | +20.6% | +22.4% | -1.9% | +6.7% |
| 3Y | -16.3% | +67.7% | -84.0% | -40.0% |
| 5Y | -3.9% | +15.7% | -19.7% | -17.2% |
| 10Y | +331.5% | +308.7% | +22.8% | +108.2% |
| All | +331.5% | +312.5% | +19.0% | +108.2% |
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