+266.1%
CDW vs WCC
+509.2%
-243.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.5% | -7.7% | -6.0% |
| 7D | -3.9% | +8.5% | -12.4% | -6.4% |
| 30D | +6.9% | -1.0% | +7.9% | +7.0% |
| 3M | +7.7% | +2.1% | +5.6% | +5.7% |
| 6M | +18.3% | +36.8% | -18.5% | +4.0% |
| YTD | +7.8% | +47.7% | -40.0% | -8.3% |
| 1Y | -12.2% | +66.5% | -78.7% | -28.5% |
| 3Y | -28.9% | +134.2% | -163.1% | -51.0% |
| 5Y | -22.8% | +231.6% | -254.4% | -55.2% |
| 10Y | +266.1% | +508.1% | -242.1% | +47.2% |
| All | +266.1% | +509.2% | -243.1% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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