+302.2%
CDW vs BWA
+95.7%
+206.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.7% |
| 7D | +2.6% | +1.7% | +0.9% | +2.0% |
| 30D | +20.4% | -14.6% | +35.0% | +26.8% |
| 3M | +28.5% | -26.2% | +54.7% | +41.8% |
| 6M | +70.6% | -18.4% | +89.0% | +79.6% |
| YTD | +29.1% | +14.7% | +14.4% | +15.3% |
| 1Y | +23.8% | +13.3% | +10.4% | +11.0% |
| 3Y | -14.5% | +64.7% | -79.2% | -36.0% |
| 5Y | -1.6% | +32.2% | -33.7% | -22.5% |
| All | +302.2% | +95.7% | +206.5% | +141.5% |
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