+994.1%
CDW vs WSM
+1,182.5%
-188.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.6% | -3.0% | +5.5% | +3.4% |
| 30D | +20.4% | +10.1% | +10.3% | +17.8% |
| 3M | +28.5% | +4.9% | +23.6% | +27.0% |
| 6M | +70.6% | +49.8% | +20.8% | +53.7% |
| YTD | +29.1% | +48.7% | -19.7% | +15.9% |
| 1Y | +23.8% | +38.7% | -14.9% | +13.0% |
| 3Y | -14.5% | +269.5% | -284.0% | -41.7% |
| 5Y | -1.6% | +179.0% | -180.6% | -30.7% |
| 10Y | +322.0% | +1,162.3% | -840.3% | +82.1% |
| All | +994.1% | +1,182.5% | -188.5% | +409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling