-22.9%
CDW vs GWRE
+14.4%
-37.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -7.4% | -30.9% | +23.6% | +1.9% |
| 30D | +5.8% | -20.7% | +26.5% | +11.7% |
| 3M | +10.8% | +20.2% | -9.3% | +3.0% |
| 6M | +21.5% | -11.9% | +33.3% | +22.4% |
| YTD | +6.4% | -30.3% | +36.7% | +13.4% |
| 1Y | -14.8% | -44.6% | +29.8% | -3.5% |
| 3Y | -29.9% | +48.8% | -78.7% | -43.7% |
| 5Y | -22.9% | +14.8% | -37.6% | -33.6% |
| All | -22.9% | +14.4% | -37.3% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling