+266.1%
CDW vs WWD
+476.2%
-210.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.0% | -3.2% | -4.4% |
| 7D | -3.9% | +0.8% | -4.7% | -4.1% |
| 30D | +6.9% | -6.4% | +13.3% | +9.5% |
| 3M | +7.7% | -5.6% | +13.3% | +8.8% |
| 6M | +18.3% | -9.1% | +27.4% | +19.5% |
| YTD | +7.8% | +12.5% | -4.8% | -1.0% |
| 1Y | -12.2% | +41.3% | -53.5% | -27.3% |
| 3Y | -28.9% | +170.2% | -199.2% | -56.7% |
| 5Y | -22.8% | +192.5% | -215.3% | -55.8% |
| 10Y | +266.1% | +476.9% | -210.8% | +50.0% |
| All | +266.1% | +476.2% | -210.2% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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