+863.2%
CDW vs WCN
+579.7%
+283.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | +3.2% | -0.6% | +3.8% | +3.5% |
| 30D | +9.3% | +0.4% | +8.8% | +8.9% |
| 3M | +9.8% | +7.3% | +2.5% | +5.4% |
| 6M | +23.3% | -2.5% | +25.8% | +24.2% |
| YTD | +13.7% | -5.4% | +19.0% | +16.3% |
| 1Y | -6.5% | -8.5% | +2.0% | -3.0% |
| 3Y | -25.2% | +20.8% | -46.0% | -35.4% |
| 5Y | -19.5% | +30.0% | -49.5% | -34.2% |
| 10Y | +285.8% | +238.4% | +47.4% | +102.2% |
| All | +863.2% | +579.7% | +283.5% | +309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling