+298.9%
CDW vs WWD
+439.4%
-140.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.4% |
| 7D | +9.3% | +4.0% | +5.4% | +7.8% |
| 30D | +14.4% | +0.4% | +14.0% | +13.8% |
| 3M | +21.4% | -7.9% | +29.3% | +24.8% |
| 6M | +72.8% | -10.6% | +83.4% | +77.1% |
| YTD | +28.0% | +9.4% | +18.6% | +18.5% |
| 1Y | +19.3% | +25.7% | -6.4% | +3.5% |
| 3Y | -15.3% | +148.5% | -163.8% | -46.7% |
| 5Y | -3.8% | +189.5% | -193.3% | -44.9% |
| All | +298.9% | +439.4% | -140.5% | +68.8% |
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