+85.5%
CDW vs TW
+291.9%
-206.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.6% |
| 7D | +13.1% | +3.1% | +10.0% | +12.1% |
| 30D | +19.1% | +16.7% | +2.4% | +13.6% |
| 3M | +24.7% | +25.2% | -0.4% | +16.3% |
| 6M | +63.4% | +19.5% | +43.9% | +53.5% |
| YTD | +26.3% | +21.0% | +5.3% | +17.8% |
| 1Y | +20.6% | +19.0% | +1.6% | +13.0% |
| 3Y | -16.3% | +40.7% | -57.0% | -27.9% |
| 5Y | -3.9% | +40.1% | -44.1% | -19.2% |
| All | +85.5% | +291.9% | -206.5% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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