+863.2%
CDW vs NWSA
+126.5%
+736.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.2% |
| 7D | +3.2% | -1.9% | +5.0% | +4.0% |
| 30D | +9.3% | +4.6% | +4.7% | +7.3% |
| 3M | +9.8% | +13.2% | -3.4% | +4.0% |
| 6M | +23.3% | +27.0% | -3.7% | +10.9% |
| YTD | +13.7% | +16.8% | -3.2% | +5.4% |
| 1Y | -6.5% | +4.5% | -11.0% | -9.4% |
| 3Y | -25.2% | +46.2% | -71.5% | -37.4% |
| 5Y | -19.5% | +40.9% | -60.4% | -33.3% |
| 10Y | +285.8% | +145.1% | +140.7% | +134.9% |
| All | +863.2% | +126.5% | +736.7% | +497.8% |
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