+863.2%
CDW vs WSM
+1,009.5%
-146.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.5% |
| 7D | +3.2% | -3.3% | +6.4% | +4.0% |
| 30D | +9.3% | -8.4% | +17.7% | +11.6% |
| 3M | +9.8% | +9.7% | +0.1% | +7.0% |
| 6M | +23.3% | +16.7% | +6.7% | +17.7% |
| YTD | +13.7% | +28.7% | -15.0% | +5.6% |
| 1Y | -6.5% | +13.7% | -20.1% | -10.5% |
| 3Y | -25.2% | +230.1% | -255.3% | -47.8% |
| 5Y | -19.5% | +179.0% | -198.4% | -43.5% |
| 10Y | +285.8% | +1,002.5% | -716.7% | +72.0% |
| All | +863.2% | +1,009.5% | -146.3% | +364.9% |
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