+319.5%
CDW vs A
+328.7%
-9.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.8% | +3.3% |
| 7D | +9.3% | +4.8% | +4.6% | +6.9% |
| 30D | +15.8% | +5.6% | +10.1% | +12.8% |
| 3M | +21.8% | +23.6% | -1.8% | +9.1% |
| 6M | +58.8% | +56.4% | +2.4% | +24.5% |
| YTD | +22.8% | +33.4% | -10.6% | +4.1% |
| 1Y | +17.9% | +23.7% | -5.8% | +3.9% |
| 3Y | -17.4% | +71.0% | -88.4% | -41.3% |
| 5Y | -5.7% | +16.8% | -22.6% | -19.1% |
| 10Y | +319.5% | +323.8% | -4.3% | +103.4% |
| All | +319.5% | +328.7% | -9.2% | +103.4% |
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