-22.8%
CDW vs WSM
+189.5%
-212.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.2% |
| 7D | -3.9% | +2.6% | -6.4% | -4.5% |
| 30D | +6.9% | -9.5% | +16.4% | +9.5% |
| 3M | +7.7% | +12.9% | -5.2% | +4.1% |
| 6M | +18.3% | +23.0% | -4.7% | +11.4% |
| YTD | +7.8% | +28.9% | -21.2% | +0.1% |
| 1Y | -12.2% | +13.7% | -25.8% | -16.0% |
| 3Y | -28.9% | +232.6% | -261.6% | -51.1% |
| 5Y | -22.8% | +185.9% | -208.6% | -47.5% |
| All | -22.8% | +189.5% | -212.3% | -47.5% |
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