+892.4%
CDW vs WCC
+344.4%
+548.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.5% |
| 7D | +2.1% | -14.7% | +16.8% | +6.4% |
| 30D | +14.7% | -20.1% | +34.8% | +21.6% |
| 3M | +11.1% | -21.2% | +32.3% | +17.9% |
| 6M | +45.6% | -19.2% | +64.7% | +51.3% |
| YTD | +17.1% | +20.2% | -3.1% | +5.4% |
| 1Y | +13.2% | +14.5% | -1.3% | +3.4% |
| 3Y | -22.2% | +115.1% | -137.3% | -45.0% |
| 5Y | -10.1% | +121.5% | -131.6% | -40.2% |
| 10Y | +307.0% | +468.1% | -161.1% | +73.3% |
| All | +892.4% | +344.4% | +548.1% | +354.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling