-22.8%
CDW vs WPM
+261.1%
-283.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.2% |
| 7D | -3.9% | +7.0% | -10.9% | -4.1% |
| 30D | +6.9% | +15.7% | -8.8% | +6.5% |
| 3M | +7.7% | +35.2% | -27.5% | +6.7% |
| 6M | +18.3% | +6.1% | +12.2% | +18.8% |
| YTD | +7.8% | +32.6% | -24.8% | +5.3% |
| 1Y | -12.2% | +46.9% | -59.1% | -15.3% |
| 3Y | -28.9% | +276.3% | -305.2% | -41.3% |
| 5Y | -22.8% | +260.0% | -282.8% | -41.0% |
| All | -22.8% | +261.1% | -283.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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