+863.2%
CDW vs WWD
+849.2%
+14.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | +3.2% | +1.3% | +1.9% | +2.7% |
| 30D | +9.3% | -7.2% | +16.5% | +12.2% |
| 3M | +9.8% | -3.8% | +13.6% | +10.2% |
| 6M | +23.3% | -9.9% | +33.3% | +25.0% |
| YTD | +13.7% | +14.8% | -1.2% | +4.0% |
| 1Y | -6.5% | +42.1% | -48.6% | -22.0% |
| 3Y | -25.2% | +170.8% | -196.0% | -53.3% |
| 5Y | -19.5% | +197.5% | -217.0% | -52.8% |
| 10Y | +285.8% | +477.8% | -192.0% | +66.0% |
| All | +863.2% | +849.2% | +14.0% | +267.6% |
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