-22.9%
CDW vs WY
-22.3%
-0.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +1.3% |
| 7D | -7.4% | -3.7% | -3.7% | -5.9% |
| 30D | +5.8% | -11.3% | +17.1% | +11.3% |
| 3M | +10.8% | -8.1% | +19.0% | +14.3% |
| 6M | +21.5% | -7.4% | +28.9% | +24.0% |
| YTD | +6.4% | -4.7% | +11.1% | +6.5% |
| 1Y | -14.8% | -9.2% | -5.6% | -12.9% |
| 3Y | -29.9% | -24.7% | -5.2% | -23.1% |
| 5Y | -22.9% | -21.6% | -1.3% | -14.5% |
| All | -22.9% | -22.3% | -0.5% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling