-1.6%
CDW vs ARWR
-36.3%
+34.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +2.6% | -19.9% | +22.5% | +4.9% |
| 30D | +20.4% | -18.7% | +39.1% | +23.0% |
| 3M | +28.5% | -44.7% | +73.2% | +36.7% |
| 6M | +70.6% | -36.5% | +107.1% | +77.7% |
| YTD | +29.1% | -25.7% | +54.7% | +30.7% |
| 1Y | +23.8% | +18.9% | +4.8% | +16.6% |
| 3Y | -14.5% | +83.1% | -97.6% | -29.3% |
| 5Y | -1.6% | -34.9% | +33.3% | -9.9% |
| All | -1.6% | -36.3% | +34.7% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling