+298.9%
CDW vs ARWR
+1,024.2%
-725.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +9.3% | -17.8% | +27.2% | +11.4% |
| 30D | +14.4% | -18.1% | +32.5% | +16.6% |
| 3M | +21.4% | -44.2% | +65.6% | +28.7% |
| 6M | +72.8% | -38.6% | +111.5% | +80.4% |
| YTD | +28.0% | -28.0% | +56.1% | +30.2% |
| 1Y | +19.3% | +16.1% | +3.2% | +14.1% |
| 3Y | -15.3% | +84.0% | -99.3% | -27.1% |
| 5Y | -3.8% | -35.4% | +31.6% | -10.3% |
| All | +298.9% | +1,024.2% | -725.4% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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