+298.9%
CDW vs ALK
-45.9%
+344.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +9.3% | -1.2% | +10.5% | +9.7% |
| 30D | +14.4% | +7.7% | +6.7% | +11.7% |
| 3M | +21.4% | -19.0% | +40.4% | +28.8% |
| 6M | +72.8% | -0.2% | +73.0% | +69.4% |
| YTD | +28.0% | -23.5% | +51.5% | +33.4% |
| 1Y | +19.3% | -9.1% | +28.5% | +17.1% |
| 3Y | -15.3% | +12.0% | -27.3% | -26.7% |
| 5Y | -3.8% | -30.9% | +27.1% | -4.5% |
| All | +298.9% | -45.9% | +344.8% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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