-15.3%
CDW vs BWA
+64.0%
-79.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +9.3% | +4.3% | +5.1% | +8.6% |
| 30D | +14.4% | -13.0% | +27.4% | +16.8% |
| 3M | +21.4% | -24.8% | +46.2% | +26.9% |
| 6M | +72.8% | -23.5% | +96.3% | +79.4% |
| YTD | +28.0% | +13.8% | +14.2% | +15.5% |
| 1Y | +19.3% | +13.4% | +5.9% | +7.7% |
| 3Y | -15.3% | +62.8% | -78.1% | -36.4% |
| All | -15.3% | +64.0% | -79.3% | -36.4% |
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