+322.0%
CDW vs WCC
+453.1%
-131.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.2% |
| 7D | +2.6% | +3.3% | -0.8% | +1.5% |
| 30D | +20.4% | -9.4% | +29.8% | +23.0% |
| 3M | +28.5% | -10.5% | +39.0% | +31.2% |
| 6M | +70.6% | -10.4% | +81.0% | +72.2% |
| YTD | +29.1% | +34.4% | -5.3% | +11.8% |
| 1Y | +23.8% | +27.7% | -3.9% | +9.0% |
| 3Y | -14.5% | +137.9% | -152.4% | -42.1% |
| 5Y | -1.6% | +147.0% | -148.6% | -37.8% |
| 10Y | +322.0% | +442.5% | -120.5% | +66.2% |
| All | +322.0% | +453.1% | -131.1% | +66.2% |
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