+863.2%
CDW vs WU
-16.4%
+879.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | +3.2% | -0.8% | +4.0% | +3.5% |
| 30D | +9.3% | -1.1% | +10.4% | +9.7% |
| 3M | +9.8% | -3.9% | +13.7% | +9.6% |
| 6M | +23.3% | -20.7% | +44.0% | +33.5% |
| YTD | +13.7% | -18.4% | +32.0% | +21.3% |
| 1Y | -6.5% | -8.1% | +1.6% | -6.2% |
| 3Y | -25.2% | -24.2% | -1.1% | -20.0% |
| 5Y | -19.5% | -50.4% | +31.0% | +2.5% |
| 10Y | +285.8% | -40.0% | +325.9% | +341.9% |
| All | +863.2% | -16.4% | +879.6% | +951.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling