+293.0%
CDW vs ACWI
+219.0%
+74.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | +2.1% | -2.4% | +4.4% | +5.2% |
| 30D | +14.7% | -5.2% | +19.9% | +22.2% |
| 3M | +11.1% | -4.8% | +15.9% | +18.0% |
| 6M | +45.6% | -1.3% | +46.9% | +47.7% |
| YTD | +17.1% | +8.4% | +8.7% | +5.3% |
| 1Y | +13.2% | +11.0% | +2.1% | -1.0% |
| 3Y | -22.2% | +70.6% | -92.7% | -58.7% |
| 5Y | -10.1% | +55.3% | -65.4% | -46.5% |
| All | +293.0% | +219.0% | +74.0% | +27.3% |
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