+269.4%
CDW vs BWA
+142.7%
+126.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | -4.2% | +0.1% | -4.4% | -4.3% |
| 30D | +4.9% | -5.6% | +10.4% | +6.8% |
| 3M | +7.3% | -10.7% | +18.0% | +10.6% |
| 6M | +19.2% | +23.2% | -4.0% | +8.0% |
| YTD | +6.2% | +46.0% | -39.8% | -12.2% |
| 1Y | -14.0% | +51.2% | -65.2% | -30.1% |
| 3Y | -30.0% | +69.6% | -99.5% | -47.4% |
| 5Y | -23.6% | +86.6% | -110.2% | -46.7% |
| 10Y | +269.4% | +152.3% | +117.1% | +108.7% |
| All | +269.4% | +142.7% | +126.7% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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