-3.7%
CDW vs BBWI
-67.6%
+64.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -1.0% |
| 7D | +9.3% | +0.1% | +9.2% | +9.3% |
| 30D | +14.4% | +12.9% | +1.5% | +11.5% |
| 3M | +21.4% | +16.0% | +5.4% | +17.0% |
| 6M | +72.8% | +16.6% | +56.2% | +65.0% |
| YTD | +28.0% | +9.7% | +18.3% | +22.2% |
| 1Y | +19.3% | +1.5% | +17.9% | +14.7% |
| 3Y | -15.3% | -21.4% | +6.0% | -16.9% |
| All | -3.7% | -67.6% | +64.0% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling