-15.3%
CDW vs WAB
+168.8%
-184.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.3% |
| 7D | +9.3% | +5.1% | +4.3% | +7.3% |
| 30D | +14.4% | +4.0% | +10.4% | +12.6% |
| 3M | +21.4% | +0.1% | +21.3% | +21.2% |
| 6M | +72.8% | +12.8% | +60.0% | +62.8% |
| YTD | +28.0% | +40.1% | -12.1% | +5.4% |
| 1Y | +19.3% | +46.4% | -27.0% | -4.3% |
| 3Y | -15.3% | +167.4% | -182.7% | -51.6% |
| All | -15.3% | +168.8% | -184.1% | -51.6% |
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