+892.4%
CDW vs WST
+1,119.5%
-227.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.4% |
| 7D | +2.1% | -3.1% | +5.2% | +3.0% |
| 30D | +14.7% | +9.1% | +5.7% | +12.1% |
| 3M | +11.1% | +14.7% | -3.6% | +6.9% |
| 6M | +45.6% | +28.0% | +17.6% | +35.4% |
| YTD | +17.1% | +45.6% | -28.6% | +4.1% |
| 1Y | +13.2% | +45.7% | -32.5% | +0.4% |
| 3Y | -22.2% | +21.1% | -43.3% | -33.2% |
| 5Y | -10.1% | +0.3% | -10.4% | -19.6% |
| 10Y | +307.0% | +449.0% | -142.1% | +77.7% |
| All | +892.4% | +1,119.5% | -227.1% | +245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling