-14.6%
CDW vs ARWR
+85.8%
-100.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +2.6% | -19.9% | +22.5% | +4.3% |
| 30D | +20.4% | -18.7% | +39.1% | +22.3% |
| 3M | +28.5% | -44.7% | +73.2% | +34.4% |
| 6M | +70.6% | -36.5% | +107.1% | +75.7% |
| YTD | +29.1% | -25.7% | +54.7% | +29.9% |
| 1Y | +23.8% | +18.9% | +4.8% | +17.3% |
| All | -14.6% | +85.8% | -100.4% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling