+298.9%
CDW vs WU
-38.9%
+337.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.2% |
| 7D | +9.3% | -2.0% | +11.4% | +10.2% |
| 30D | +14.4% | +11.4% | +3.0% | +8.8% |
| 3M | +21.4% | -6.8% | +28.2% | +24.6% |
| 6M | +72.8% | -14.6% | +87.4% | +81.1% |
| YTD | +28.0% | -20.6% | +48.7% | +38.3% |
| 1Y | +19.3% | -15.4% | +34.7% | +24.8% |
| 3Y | -15.3% | -23.6% | +8.3% | -9.5% |
| 5Y | -3.8% | -43.4% | +39.6% | +15.8% |
| All | +298.9% | -38.9% | +337.8% | +347.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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