+266.1%
CDW vs WAB
+283.1%
-17.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.7% | -5.4% |
| 7D | -3.9% | +1.7% | -5.5% | -4.6% |
| 30D | +6.9% | -2.4% | +9.3% | +7.9% |
| 3M | +7.7% | +9.7% | -2.0% | +2.4% |
| 6M | +18.3% | +16.5% | +1.8% | +8.2% |
| YTD | +7.8% | +33.7% | -26.0% | -7.9% |
| 1Y | -12.2% | +49.7% | -61.8% | -28.9% |
| 3Y | -28.9% | +170.9% | -199.9% | -56.7% |
| 5Y | -22.8% | +228.0% | -250.8% | -57.1% |
| 10Y | +266.1% | +284.8% | -18.7% | +63.1% |
| All | +266.1% | +283.1% | -17.0% | +63.1% |
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