+293.7%
CDW vs WY
+7.6%
+286.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.5% | +7.7% |
| 7D | +0.9% | -4.2% | +5.1% | +2.9% |
| 30D | +13.1% | -10.1% | +23.1% | +18.5% |
| 3M | +19.7% | -8.5% | +28.2% | +23.9% |
| 6M | +30.7% | -3.3% | +34.1% | +31.1% |
| YTD | +14.7% | -4.4% | +19.1% | +15.0% |
| 1Y | -5.3% | -11.5% | +6.2% | -1.8% |
| 3Y | -23.8% | -24.3% | +0.5% | -16.6% |
| 5Y | -16.8% | -21.3% | +4.5% | -11.5% |
| All | +293.7% | +7.6% | +286.1% | +239.7% |
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