-15.3%
CDW vs WSM
+260.3%
-275.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -1.0% |
| 7D | +9.3% | 0.0% | +9.3% | +9.3% |
| 30D | +14.4% | +5.1% | +9.3% | +13.3% |
| 3M | +21.4% | +5.1% | +16.3% | +20.2% |
| 6M | +72.8% | +48.6% | +24.2% | +57.8% |
| YTD | +28.0% | +44.2% | -16.2% | +17.3% |
| 1Y | +19.3% | +38.1% | -18.7% | +10.3% |
| 3Y | -15.3% | +257.2% | -272.5% | -32.0% |
| All | -15.3% | +260.3% | -275.6% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling