-25.0%
CDW vs BWA
+71.5%
-96.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.4% |
| 7D | +3.2% | +5.7% | -2.5% | +2.3% |
| 30D | +9.3% | +1.4% | +7.9% | +9.0% |
| 3M | +9.8% | -12.1% | +21.9% | +12.1% |
| 6M | +23.3% | +28.6% | -5.2% | +16.4% |
| YTD | +13.7% | +51.1% | -37.4% | +0.1% |
| 1Y | -6.5% | +55.9% | -62.4% | -18.7% |
| All | -25.0% | +71.5% | -96.5% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling