+813.3%
CDW vs GWRE
+247.8%
+565.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.8% | +2.6% | -2.8% |
| 7D | -3.9% | -25.6% | +21.7% | +4.4% |
| 30D | +6.9% | -12.2% | +19.1% | +10.1% |
| 3M | +7.7% | +17.7% | -10.0% | +0.2% |
| 6M | +18.3% | -11.3% | +29.7% | +19.4% |
| YTD | +7.8% | -25.5% | +33.3% | +13.8% |
| 1Y | -12.2% | -42.8% | +30.7% | +0.4% |
| 3Y | -28.9% | +59.0% | -88.0% | -44.3% |
| 5Y | -22.8% | +21.6% | -44.4% | -35.9% |
| 10Y | +266.1% | +139.2% | +126.9% | +140.6% |
| All | +813.3% | +247.8% | +565.5% | +468.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling