+901.2%
CDW vs ACWI
+292.2%
+609.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.8% | -2.3% | -2.0% |
| 7D | -4.1% | -4.0% | -0.1% | +0.6% |
| 30D | +16.7% | -5.8% | +22.6% | +25.0% |
| 3M | +13.6% | -5.0% | +18.6% | +20.6% |
| 6M | +17.0% | +0.7% | +16.3% | +15.4% |
| YTD | +18.1% | +8.4% | +9.7% | +6.7% |
| 1Y | +10.5% | +10.1% | +0.3% | -1.9% |
| 3Y | -20.9% | +70.8% | -91.7% | -56.7% |
| 5Y | -9.3% | +55.4% | -64.7% | -44.7% |
| 10Y | +310.6% | +223.3% | +87.3% | +21.7% |
| All | +901.2% | +292.2% | +609.1% | +157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling