-3.7%
CDW vs WSM
+163.9%
-167.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.1% |
| 3M | +21.4% | +5.1% | +16.3% | +20.0% |
| 6M | +72.8% | +48.6% | +24.2% | +55.9% |
| YTD | +28.0% | +44.2% | -16.2% | +15.8% |
| 1Y | +19.3% | +38.1% | -18.7% | +9.1% |
| 3Y | -15.3% | +257.2% | -272.5% | -42.4% |
| All | -3.7% | +163.9% | -167.6% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling