-16.3%
CDW vs WST
+23.5%
-39.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +13.1% | +1.4% | +11.7% | +12.9% |
| 30D | +19.1% | +12.7% | +6.4% | +17.8% |
| 3M | +24.7% | +17.2% | +7.6% | +22.9% |
| 6M | +63.4% | +26.7% | +36.7% | +59.5% |
| YTD | +26.3% | +50.3% | -24.0% | +20.6% |
| 1Y | +20.6% | +50.2% | -29.6% | +15.0% |
| 3Y | -16.3% | +21.7% | -38.0% | -25.8% |
| All | -16.3% | +23.5% | -39.8% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling