+863.2%
CDW vs WAB
+474.8%
+388.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | +3.2% | -3.2% | +6.4% | +4.6% |
| 30D | +9.3% | -4.4% | +13.7% | +11.4% |
| 3M | +9.8% | +7.9% | +1.9% | +5.3% |
| 6M | +23.3% | +8.7% | +14.6% | +16.7% |
| YTD | +13.7% | +33.0% | -19.3% | -2.1% |
| 1Y | -6.5% | +46.7% | -53.1% | -23.1% |
| 3Y | -25.2% | +153.0% | -178.2% | -52.3% |
| 5Y | -19.5% | +222.3% | -241.8% | -54.0% |
| 10Y | +285.8% | +291.0% | -5.2% | +80.9% |
| All | +863.2% | +474.8% | +388.4% | +285.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling