+55.9%
CDW vs TW
+211.2%
-155.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | +4.9% | -0.6% | +5.5% | +5.0% |
| 3M | +7.3% | +3.4% | +3.9% | +5.6% |
| 6M | +19.2% | -18.4% | +37.6% | +26.1% |
| YTD | +6.2% | -3.9% | +10.1% | +6.4% |
| 1Y | -14.0% | -13.3% | -0.7% | -11.1% |
| 3Y | -30.0% | +20.8% | -50.8% | -37.0% |
| 5Y | -23.6% | +20.3% | -43.9% | -32.9% |
| All | +55.9% | +211.2% | -155.3% | +0.2% |
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