+269.4%
CDW vs NWSA
+144.0%
+125.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -4.2% | -3.1% | -1.2% | -2.9% |
| 30D | +4.9% | +4.3% | +0.6% | +3.0% |
| 3M | +7.3% | +9.2% | -1.9% | +3.0% |
| 6M | +19.2% | +21.6% | -2.4% | +8.7% |
| YTD | +6.2% | +14.2% | -8.0% | -0.9% |
| 1Y | -14.0% | +1.8% | -15.8% | -15.8% |
| 3Y | -30.0% | +44.4% | -74.4% | -41.7% |
| 5Y | -23.6% | +41.0% | -64.5% | -37.5% |
| 10Y | +269.4% | +150.0% | +119.3% | +111.6% |
| All | +269.4% | +144.0% | +125.4% | +111.6% |
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