+265.0%
CDW vs WSM
+1,058.9%
-793.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.6% |
| 7D | -7.4% | +0.4% | -7.8% | -7.5% |
| 30D | +5.8% | -10.7% | +16.6% | +8.9% |
| 3M | +10.8% | +8.5% | +2.3% | +8.2% |
| 6M | +21.5% | +19.6% | +1.8% | +15.0% |
| YTD | +6.4% | +26.6% | -20.2% | -1.0% |
| 1Y | -14.8% | +12.0% | -26.7% | -18.3% |
| 3Y | -29.9% | +226.6% | -256.5% | -51.7% |
| 5Y | -22.9% | +174.1% | -197.0% | -46.5% |
| All | +265.0% | +1,058.9% | -793.8% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WSM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling