+331.5%
CDW vs NWSA
+149.3%
+182.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +13.1% | -9.7% | +22.8% | +18.2% |
| 30D | +19.1% | -8.6% | +27.7% | +24.0% |
| 3M | +24.7% | -6.3% | +31.0% | +28.2% |
| 6M | +63.4% | -1.2% | +64.5% | +63.4% |
| YTD | +26.3% | +2.6% | +23.7% | +23.2% |
| 1Y | +20.6% | 0.0% | +20.5% | +19.0% |
| 3Y | -16.3% | +30.1% | -46.4% | -27.1% |
| 5Y | -3.9% | +18.3% | -22.2% | -15.3% |
| 10Y | +331.5% | +149.3% | +182.2% | +155.3% |
| All | +331.5% | +149.3% | +182.2% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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