-28.9%
CDW vs WY
-23.0%
-5.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -4.7% |
| 7D | -3.9% | -2.1% | -1.8% | -3.2% |
| 30D | +6.9% | -10.5% | +17.4% | +10.7% |
| 3M | +7.7% | -4.9% | +12.6% | +9.0% |
| 6M | +18.3% | -4.9% | +23.2% | +19.1% |
| YTD | +7.8% | -1.7% | +9.4% | +6.5% |
| 1Y | -12.2% | -9.4% | -2.8% | -10.3% |
| 3Y | -28.9% | -22.3% | -6.6% | -26.6% |
| All | -28.9% | -23.0% | -5.9% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling