+368.0%
EXPE vs CDW
+933.5%
-565.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.4% |
| 7D | -9.3% | +2.1% | -11.4% | -10.0% |
| 30D | +0.1% | +14.7% | -14.6% | -6.9% |
| 3M | -15.3% | +11.1% | -26.4% | -21.0% |
| 6M | +5.5% | +45.6% | -40.1% | -17.3% |
| YTD | -8.0% | +17.1% | -25.1% | -20.3% |
| 1Y | +18.9% | +13.2% | +5.7% | +5.4% |
| 3Y | +135.5% | -22.2% | +157.7% | +150.2% |
| 5Y | +44.3% | -10.1% | +54.4% | +38.9% |
| 10Y | +117.7% | +307.0% | -189.2% | +3.4% |
| All | +368.0% | +933.5% | -565.5% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling