-18.3%
CDW vs WETO
-99.4%
+81.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.7% | -1.5% |
| 7D | -4.2% | -38.7% | +34.4% | -4.5% |
| 30D | +4.9% | -51.3% | +56.2% | +5.0% |
| 3M | +7.3% | -97.8% | +105.1% | +6.7% |
| 6M | +19.2% | -94.8% | +113.9% | +17.5% |
| YTD | +6.2% | -97.2% | +103.4% | +3.7% |
| 1Y | -14.0% | -98.9% | +84.9% | -17.1% |
| All | -18.3% | -99.4% | +81.2% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling