+970.6%
CDW vs WY
+22.5%
+948.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.9% |
| 7D | +13.1% | +0.2% | +12.9% | +13.2% |
| 30D | +19.1% | +8.0% | +11.1% | +14.9% |
| 3M | +24.7% | -17.7% | +42.4% | +35.5% |
| 6M | +63.4% | -10.8% | +74.1% | +70.1% |
| YTD | +26.3% | -10.6% | +36.9% | +30.3% |
| 1Y | +20.6% | -5.7% | +26.3% | +21.2% |
| 3Y | -16.3% | -24.8% | +8.5% | -8.5% |
| 5Y | -3.9% | -31.7% | +27.8% | +9.0% |
| 10Y | +331.5% | +2.9% | +328.6% | +278.2% |
| All | +970.6% | +22.5% | +948.1% | +787.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling