-11.7%
CDW vs WETO
-99.4%
+87.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -5.4% | +13.3% | +7.8% |
| 7D | +0.9% | -4.3% | +5.2% | +0.9% |
| 30D | +13.1% | -39.9% | +53.0% | +13.2% |
| 3M | +19.7% | -97.9% | +117.6% | +19.1% |
| 6M | +30.7% | -95.0% | +125.8% | +28.8% |
| YTD | +14.7% | -97.2% | +111.9% | +12.0% |
| 1Y | -5.3% | -98.9% | +93.6% | -8.7% |
| All | -11.7% | -99.4% | +87.7% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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