-22.8%
CDW vs WCN
+30.9%
-53.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.1% | -4.7% |
| 7D | -3.9% | -0.4% | -3.4% | -3.7% |
| 30D | +6.9% | -2.1% | +9.0% | +7.8% |
| 3M | +7.7% | +6.4% | +1.3% | +4.8% |
| 6M | +18.3% | -3.7% | +22.0% | +19.9% |
| YTD | +7.8% | -6.4% | +14.1% | +10.5% |
| 1Y | -12.2% | -7.9% | -4.2% | -9.5% |
| 3Y | -28.9% | +20.8% | -49.7% | -38.0% |
| 5Y | -22.8% | +29.0% | -51.8% | -37.3% |
| All | -22.8% | +30.9% | -53.7% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling