+319.5%
CDW vs WST
+466.7%
-147.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.5% | +4.0% |
| 7D | +9.3% | +1.3% | +8.0% | +9.0% |
| 30D | +15.8% | +12.9% | +2.9% | +12.3% |
| 3M | +21.8% | +16.7% | +5.1% | +16.9% |
| 6M | +58.8% | +26.8% | +31.9% | +48.6% |
| YTD | +22.8% | +50.5% | -27.7% | +8.8% |
| 1Y | +17.9% | +52.9% | -35.0% | +3.9% |
| 3Y | -17.4% | +23.9% | -41.3% | -29.0% |
| 5Y | -5.7% | +1.0% | -6.8% | -14.6% |
| 10Y | +319.5% | +451.4% | -131.9% | +94.0% |
| All | +319.5% | +466.7% | -147.2% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling