+319.5%
CDW vs BWA
+101.5%
+218.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.4% | -0.5% | +3.0% |
| 7D | +9.3% | -0.6% | +9.9% | +9.5% |
| 30D | +15.8% | -16.1% | +31.9% | +22.6% |
| 3M | +21.8% | -24.6% | +46.4% | +33.4% |
| 6M | +58.8% | -15.7% | +74.5% | +65.1% |
| YTD | +22.8% | +15.1% | +7.7% | +9.6% |
| 1Y | +17.9% | +15.9% | +2.0% | +4.8% |
| 3Y | -17.4% | +67.1% | -84.5% | -38.4% |
| 5Y | -5.7% | +34.7% | -40.5% | -26.3% |
| 10Y | +319.5% | +99.5% | +220.0% | +166.6% |
| All | +319.5% | +101.5% | +218.0% | +166.6% |
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