-25.0%
CDW vs BBWI
-43.7%
+18.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.5% |
| 7D | +3.2% | +1.5% | +1.7% | +2.9% |
| 30D | +9.3% | -5.2% | +14.5% | +10.0% |
| 3M | +9.8% | +11.1% | -1.3% | +6.9% |
| 6M | +23.3% | -13.4% | +36.7% | +25.0% |
| YTD | +13.7% | +0.1% | +13.6% | +11.1% |
| 1Y | -6.5% | -36.1% | +29.6% | +0.9% |
| All | -25.0% | -43.7% | +18.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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