-22.9%
CDW vs WTW
+42.3%
-65.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -7.4% | -7.8% | +0.4% | -4.5% |
| 30D | +5.8% | -7.9% | +13.7% | +9.0% |
| 3M | +10.8% | +19.9% | -9.1% | +2.6% |
| 6M | +21.5% | +9.8% | +11.7% | +15.8% |
| YTD | +6.4% | -3.3% | +9.7% | +5.9% |
| 1Y | -14.8% | -3.3% | -11.5% | -15.4% |
| 3Y | -29.9% | +61.5% | -91.4% | -48.9% |
| 5Y | -22.9% | +42.6% | -65.4% | -42.7% |
| All | -22.9% | +42.3% | -65.2% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling