+863.2%
CDW vs WCC
+432.8%
+430.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -2.2% |
| 7D | +3.2% | +4.5% | -1.3% | +1.8% |
| 30D | +9.3% | -5.8% | +15.1% | +11.1% |
| 3M | +9.8% | -3.7% | +13.5% | +9.9% |
| 6M | +23.3% | +23.1% | +0.3% | +12.4% |
| YTD | +13.7% | +44.2% | -30.5% | -2.1% |
| 1Y | -6.5% | +62.1% | -68.6% | -22.8% |
| 3Y | -25.2% | +121.1% | -146.4% | -46.9% |
| 5Y | -19.5% | +214.0% | -233.4% | -51.5% |
| 10Y | +285.8% | +472.8% | -187.0% | +64.1% |
| All | +863.2% | +432.8% | +430.4% | +322.7% |
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 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