+493.9%
GLW vs CDW
+303.2%
+190.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.0% |
| 7D | -13.9% | +2.1% | -16.0% | -15.1% |
| 30D | -35.0% | +14.7% | -49.7% | -39.4% |
| 3M | -32.4% | +11.1% | -43.5% | -36.9% |
| 6M | -41.3% | +45.6% | -86.9% | -53.1% |
| YTD | +21.8% | +17.1% | +4.8% | +4.2% |
| 1Y | +21.8% | +13.2% | +8.7% | +6.4% |
| 3Y | +307.7% | -22.2% | +329.9% | +324.4% |
| 5Y | +213.7% | -10.1% | +223.8% | +191.5% |
| All | +493.9% | +303.2% | +190.7% | +199.1% |
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