+232.7%
GLW vs CDW
-4.0%
+236.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.7% | -4.1% |
| 7D | +7.7% | +9.3% | -1.6% | +5.1% |
| 30D | -18.8% | +14.4% | -33.2% | -22.0% |
| 3M | -27.7% | +21.4% | -49.2% | -32.3% |
| 6M | -44.4% | +72.8% | -117.2% | -54.6% |
| YTD | +31.3% | +28.0% | +3.3% | +16.1% |
| 1Y | +40.0% | +19.3% | +20.7% | +28.7% |
| 3Y | +339.2% | -15.3% | +354.5% | +360.4% |
| All | +232.7% | -4.0% | +236.7% | +207.3% |
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