+246.8%
GLW vs CDW
-2.2%
+249.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +6.8% |
| 7D | +1.4% | +2.6% | -1.1% | +0.9% |
| 30D | -18.2% | +20.4% | -38.6% | -22.6% |
| 3M | -24.2% | +28.5% | -52.7% | -30.2% |
| 6M | -41.7% | +70.6% | -112.3% | -52.1% |
| YTD | +38.3% | +29.1% | +9.2% | +22.0% |
| 1Y | +38.2% | +23.8% | +14.4% | +24.8% |
| 3Y | +363.4% | -14.5% | +377.9% | +384.2% |
| All | +246.8% | -2.2% | +249.0% | +219.6% |
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