+48.4%
D vs CDW
+338.4%
-290.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.8% |
| 7D | -2.4% | +2.6% | -5.0% | -2.9% |
| 30D | +9.0% | +20.4% | -11.4% | +5.5% |
| 3M | +1.0% | +28.5% | -27.5% | -3.7% |
| 6M | +11.0% | +70.6% | -59.6% | -0.1% |
| YTD | +19.8% | +29.1% | -9.3% | +12.4% |
| 1Y | +16.0% | +23.8% | -7.8% | +9.6% |
| 3Y | +74.4% | -14.5% | +88.8% | +73.8% |
| 5Y | +13.5% | -1.6% | +15.1% | +7.6% |
| 10Y | +48.4% | +322.0% | -273.7% | +26.9% |
| All | +48.4% | +338.4% | -290.1% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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