+283.8%
CDW vs ACWI
+228.2%
+55.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.2% | +0.5% | +2.7% | +2.6% |
| 30D | +9.3% | +0.9% | +8.4% | +8.3% |
| 3M | +9.8% | +2.4% | +7.4% | +6.6% |
| 6M | +23.3% | +12.4% | +11.0% | +6.5% |
| YTD | +13.7% | +15.2% | -1.5% | -4.8% |
| 1Y | -6.5% | +22.7% | -29.2% | -27.2% |
| 3Y | -25.2% | +75.8% | -101.0% | -61.7% |
| 5Y | -19.5% | +67.7% | -87.2% | -56.2% |
| All | +283.8% | +228.2% | +55.5% | +3.8% |
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