+90.5%
GWW vs CDW
-15.4%
+106.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.1% | +1.2% |
| 7D | +5.5% | +13.1% | -7.5% | +2.9% |
| 30D | +14.4% | +19.1% | -4.7% | +10.3% |
| 3M | +13.7% | +24.7% | -11.0% | +8.4% |
| 6M | +20.1% | +63.4% | -43.3% | +6.3% |
| YTD | +47.1% | +26.3% | +20.8% | +36.8% |
| 1Y | +56.2% | +20.6% | +35.6% | +47.5% |
| 3Y | +90.5% | -16.3% | +106.8% | +88.2% |
| All | +90.5% | -15.4% | +106.0% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling