+322.0%
CDW vs ACWI
+227.3%
+94.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +0.9% |
| 7D | +2.6% | -0.7% | +3.2% | +3.5% |
| 30D | +20.4% | -2.0% | +22.4% | +23.6% |
| 3M | +28.5% | -2.2% | +30.6% | +32.3% |
| 6M | +70.6% | +1.9% | +68.7% | +67.2% |
| YTD | +29.1% | +12.0% | +17.1% | +11.9% |
| 1Y | +23.8% | +12.5% | +11.3% | +6.7% |
| 3Y | -14.5% | +75.4% | -89.9% | -56.0% |
| 5Y | -1.6% | +61.5% | -63.1% | -44.0% |
| 10Y | +322.0% | +227.1% | +94.9% | +22.8% |
| All | +322.0% | +227.3% | +94.7% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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