-28.9%
CDW vs NWSA
+44.8%
-73.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.4% |
| 7D | -3.9% | -2.6% | -1.2% | -2.7% |
| 30D | +6.9% | +4.6% | +2.3% | +4.9% |
| 3M | +7.7% | +10.2% | -2.5% | +3.2% |
| 6M | +18.3% | +21.6% | -3.3% | +8.0% |
| YTD | +7.8% | +14.6% | -6.9% | +0.8% |
| 1Y | -12.2% | +0.4% | -12.5% | -12.3% |
| 3Y | -28.9% | +45.0% | -73.9% | -38.9% |
| All | -28.9% | +44.8% | -73.7% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling