+669.9%
GWW vs CDW
+312.7%
+357.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +3.6% | +9.3% | -5.8% | +0.2% |
| 30D | +12.1% | +14.4% | -2.2% | +6.4% |
| 3M | +12.9% | +21.4% | -8.5% | +4.0% |
| 6M | +19.3% | +72.8% | -53.5% | -6.1% |
| YTD | +48.7% | +28.0% | +20.7% | +29.0% |
| 1Y | +60.5% | +19.3% | +41.2% | +43.5% |
| 3Y | +93.3% | -15.3% | +108.6% | +94.5% |
| 5Y | +219.0% | -3.8% | +222.8% | +196.0% |
| All | +669.9% | +312.7% | +357.2% | +331.3% |
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 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