+863.2%
CDW vs WY
+36.6%
+826.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | +3.2% | -1.7% | +4.9% | +3.9% |
| 30D | +9.3% | -10.1% | +19.4% | +14.4% |
| 3M | +9.8% | -5.1% | +14.9% | +11.8% |
| 6M | +23.3% | -4.8% | +28.1% | +24.5% |
| YTD | +13.7% | -0.2% | +13.9% | +11.9% |
| 1Y | -6.5% | -6.6% | +0.1% | -5.4% |
| 3Y | -25.2% | -22.7% | -2.5% | -19.0% |
| 5Y | -19.5% | -22.2% | +2.7% | -13.9% |
| 10Y | +285.8% | +7.3% | +278.5% | +230.5% |
| All | +863.2% | +36.6% | +826.6% | +662.0% |
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