+302.2%
CDW vs WAB
+274.3%
+27.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.6% | +3.1% | -0.6% | +1.2% |
| 30D | +20.4% | +6.4% | +14.0% | +17.1% |
| 3M | +28.5% | +2.2% | +26.3% | +27.0% |
| 6M | +70.6% | +13.7% | +56.9% | +59.1% |
| YTD | +29.1% | +43.0% | -13.9% | +7.0% |
| 1Y | +23.8% | +47.0% | -23.2% | +1.2% |
| 3Y | -14.5% | +174.4% | -188.9% | -48.2% |
| 5Y | -1.6% | +222.2% | -223.7% | -45.1% |
| All | +302.2% | +274.3% | +27.9% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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