-22.2%
CDW vs WAB
+157.8%
-180.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.6% |
| 7D | +2.1% | +1.4% | +0.7% | +1.7% |
| 30D | +14.7% | +0.4% | +14.3% | +14.6% |
| 3M | +11.1% | -3.8% | +15.0% | +12.6% |
| 6M | +45.6% | +5.1% | +40.5% | +41.2% |
| YTD | +17.1% | +33.3% | -16.2% | -1.7% |
| 1Y | +13.2% | +39.8% | -26.7% | -7.7% |
| 3Y | -22.2% | +161.1% | -183.2% | -55.1% |
| All | -22.2% | +157.8% | -180.0% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling