+342.1%
GLW vs CDW
-19.1%
+361.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.0% |
| 7D | +3.8% | +3.2% | +0.6% | +2.7% |
| 30D | -1.3% | +9.3% | -10.6% | -4.5% |
| 3M | -21.8% | +9.8% | -31.6% | -24.7% |
| 6M | +6.9% | +23.3% | -16.4% | -4.7% |
| YTD | +77.2% | +13.7% | +63.5% | +62.7% |
| 1Y | +123.2% | -6.5% | +129.7% | +125.8% |
| 3Y | +400.0% | -25.2% | +425.2% | +446.4% |
| All | +342.1% | -19.1% | +361.3% | +350.2% |
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