-15.3%
CDW vs WCC
+134.5%
-149.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | +9.3% | +9.9% | -0.6% | +7.1% |
| 30D | +14.4% | -8.4% | +22.8% | +15.8% |
| 3M | +21.4% | -10.3% | +31.8% | +23.2% |
| 6M | +72.8% | -10.5% | +83.3% | +74.1% |
| YTD | +28.0% | +32.2% | -4.2% | +12.7% |
| 1Y | +19.3% | +25.5% | -6.2% | +6.8% |
| 3Y | -15.3% | +134.7% | -150.0% | -41.7% |
| All | -15.3% | +134.5% | -149.8% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling