+293.7%
CDW vs GWRE
+131.0%
+162.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.6% | +7.3% | +7.7% |
| 7D | +0.9% | -13.2% | +14.2% | +5.6% |
| 30D | +13.1% | -18.6% | +31.6% | +19.5% |
| 3M | +19.7% | +18.9% | +0.8% | +10.4% |
| 6M | +30.7% | -11.0% | +41.7% | +31.7% |
| YTD | +14.7% | -29.9% | +44.6% | +23.8% |
| 1Y | -5.3% | -44.3% | +39.0% | +10.0% |
| 3Y | -23.8% | +51.7% | -75.5% | -41.3% |
| 5Y | -16.8% | +15.4% | -32.3% | -30.9% |
| All | +293.7% | +131.0% | +162.7% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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