+994.1%
CDW vs NWSA
+100.7%
+893.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.8% |
| 7D | +2.6% | -12.2% | +14.8% | +8.1% |
| 30D | +20.4% | -8.7% | +29.1% | +25.0% |
| 3M | +28.5% | -6.0% | +34.4% | +31.6% |
| 6M | +70.6% | -0.3% | +70.9% | +70.1% |
| YTD | +29.1% | +3.5% | +25.6% | +25.8% |
| 1Y | +23.8% | +0.8% | +23.0% | +21.9% |
| 3Y | -14.5% | +31.1% | -45.6% | -25.0% |
| 5Y | -1.6% | +18.8% | -20.4% | -12.5% |
| 10Y | +322.0% | +147.9% | +174.1% | +159.2% |
| All | +994.1% | +100.7% | +893.4% | +613.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling