-8.5%
CDW vs WWD
+161.2%
-169.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.0% | -0.2% | -4.5% |
| 7D | -4.1% | -2.6% | -1.6% | -3.5% |
| 30D | +16.7% | -7.7% | +24.5% | +19.1% |
| 3M | +13.6% | -17.7% | +31.3% | +19.7% |
| 6M | +17.0% | -15.9% | +32.9% | +20.5% |
| YTD | +18.1% | +1.8% | +16.4% | +12.3% |
| 1Y | +10.5% | +17.4% | -7.0% | -1.2% |
| 3Y | -20.9% | +137.1% | -158.0% | -48.2% |
| All | -8.5% | +161.2% | -169.7% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling