+302.2%
CDW vs EXEL
+331.1%
-28.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +2.6% | -2.8% | +5.4% | +3.0% |
| 30D | +20.4% | +18.2% | +2.2% | +17.4% |
| 3M | +28.5% | +37.7% | -9.3% | +22.3% |
| 6M | +70.6% | +42.2% | +28.4% | +61.1% |
| YTD | +29.1% | +61.3% | -32.2% | +18.4% |
| 1Y | +23.8% | +64.5% | -40.7% | +13.1% |
| 3Y | -14.5% | +236.7% | -251.1% | -33.4% |
| 5Y | -1.6% | +296.3% | -297.9% | -26.8% |
| All | +302.2% | +331.1% | -28.9% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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