+813.3%
CDW vs WTW
+272.1%
+541.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -3.9% |
| 7D | -3.9% | -2.7% | -1.1% | -2.6% |
| 30D | +6.9% | -5.6% | +12.5% | +9.5% |
| 3M | +7.7% | +26.5% | -18.8% | -3.9% |
| 6M | +18.3% | +8.1% | +10.2% | +13.0% |
| YTD | +7.8% | -0.3% | +8.1% | +6.0% |
| 1Y | -12.2% | -0.9% | -11.3% | -13.8% |
| 3Y | -28.9% | +66.6% | -95.6% | -47.7% |
| 5Y | -22.8% | +54.0% | -76.8% | -41.3% |
| 10Y | +266.1% | +198.1% | +67.9% | +104.1% |
| All | +813.3% | +272.1% | +541.2% | +363.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling