+142.4%
GILD vs CDW
-17.6%
+160.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.6% | -1.7% |
| 7D | -4.8% | +0.9% | -5.7% | -5.0% |
| 30D | +5.8% | +13.1% | -7.3% | +4.1% |
| 3M | +14.9% | +19.7% | -4.7% | +12.1% |
| 6M | -0.4% | +30.7% | -31.1% | -5.0% |
| YTD | +18.5% | +14.7% | +3.8% | +15.1% |
| 1Y | +25.1% | -5.3% | +30.4% | +25.5% |
| 3Y | +105.9% | -23.8% | +129.7% | +111.1% |
| All | +142.4% | -17.6% | +160.0% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling