+892.4%
CDW vs WWD
+770.0%
+122.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.3% | -2.1% |
| 7D | +2.1% | +4.2% | -2.1% | +0.4% |
| 30D | +14.7% | -2.1% | +16.9% | +15.2% |
| 3M | +11.1% | -13.2% | +24.3% | +16.5% |
| 6M | +45.6% | -16.9% | +62.5% | +53.1% |
| YTD | +17.1% | +5.2% | +11.9% | +10.3% |
| 1Y | +13.2% | +20.6% | -7.4% | +0.3% |
| 3Y | -22.2% | +146.3% | -168.5% | -49.8% |
| 5Y | -10.1% | +171.3% | -181.5% | -45.6% |
| 10Y | +307.0% | +471.3% | -164.3% | +76.2% |
| All | +892.4% | +770.0% | +122.5% | +289.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling