+892.4%
CDW vs BWA
+56.4%
+836.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.8% |
| 7D | +2.1% | -5.5% | +7.5% | +3.9% |
| 30D | +14.7% | -21.7% | +36.5% | +24.0% |
| 3M | +11.1% | -25.6% | +36.7% | +21.7% |
| 6M | +45.6% | -17.4% | +63.0% | +51.9% |
| YTD | +17.1% | +9.2% | +7.9% | +7.3% |
| 1Y | +13.2% | +9.7% | +3.4% | +3.4% |
| 3Y | -22.2% | +54.6% | -76.8% | -39.0% |
| 5Y | -10.1% | +26.8% | -36.9% | -26.7% |
| 10Y | +307.0% | +89.0% | +218.0% | +163.1% |
| All | +892.4% | +56.4% | +836.0% | +578.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling