+3.5%
CDW vs WOLF
+45.1%
-41.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.8% | -4.9% | +4.9% |
| 7D | +9.3% | +25.3% | -16.0% | +9.7% |
| 30D | +15.8% | -14.7% | +30.5% | +15.3% |
| 3M | +21.8% | -20.5% | +42.3% | +21.0% |
| 6M | +58.8% | -43.9% | +102.7% | +56.9% |
| YTD | +22.8% | +50.0% | -27.3% | +18.3% |
| 1Y | +17.9% | +45.5% | -27.6% | +13.3% |
| All | +3.5% | +45.1% | -41.6% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling