-16.3%
CDW vs TW
+19.5%
-35.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.9% | +8.1% |
| 7D | +0.9% | -4.5% | +5.4% | +2.2% |
| 30D | +13.1% | -2.3% | +15.3% | +13.7% |
| 3M | +19.7% | +2.6% | +17.1% | +18.3% |
| 6M | +30.7% | -17.5% | +48.3% | +37.1% |
| YTD | +14.7% | -5.3% | +20.0% | +15.4% |
| 1Y | -5.3% | -14.8% | +9.5% | -2.0% |
| 3Y | -23.8% | +18.8% | -42.7% | -31.2% |
| All | -16.3% | +19.5% | -35.8% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling