+269.4%
CDW vs INDA
+81.7%
+187.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.0% |
| 7D | -4.2% | -2.6% | -1.6% | -2.7% |
| 30D | +4.9% | -2.9% | +7.8% | +6.8% |
| 3M | +7.3% | +2.4% | +4.9% | +5.9% |
| 6M | +19.2% | -2.6% | +21.8% | +20.4% |
| YTD | +6.2% | -10.0% | +16.1% | +12.2% |
| 1Y | -14.0% | -7.7% | -6.4% | -10.6% |
| 3Y | -30.0% | +8.9% | -38.9% | -34.4% |
| 5Y | -23.6% | +6.0% | -29.6% | -27.4% |
| 10Y | +269.4% | +84.4% | +185.0% | +167.3% |
| All | +269.4% | +81.7% | +187.6% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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