+298.9%
CDW vs WY
+5.0%
+293.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | +9.3% | -0.8% | +10.1% | +9.7% |
| 30D | +14.4% | +10.1% | +4.3% | +9.3% |
| 3M | +21.4% | -15.4% | +36.8% | +30.5% |
| 6M | +72.8% | -8.3% | +81.1% | +77.9% |
| YTD | +28.0% | -9.8% | +37.8% | +31.5% |
| 1Y | +19.3% | -3.9% | +23.2% | +18.8% |
| 3Y | -15.3% | -23.3% | +8.0% | -8.1% |
| 5Y | -3.8% | -31.2% | +27.4% | +9.1% |
| All | +298.9% | +5.0% | +293.9% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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