+34.5%
D vs CDW
+283.9%
-249.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +1.5% | +3.2% | -1.7% | +0.9% |
| 30D | -2.6% | +9.3% | -11.9% | -4.2% |
| 3M | 0.0% | +9.8% | -9.8% | -2.1% |
| 6M | +7.4% | +23.3% | -16.0% | +1.9% |
| YTD | +15.9% | +13.7% | +2.2% | +11.4% |
| 1Y | +18.1% | -6.5% | +24.6% | +17.7% |
| 3Y | +58.4% | -25.2% | +83.6% | +62.2% |
| 5Y | +5.2% | -19.5% | +24.7% | +4.0% |
| All | +34.5% | +283.9% | -249.4% | +4.2% |
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