+221.8%
GWW vs CDW
-23.8%
+245.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -3.1% | -7.4% | +4.2% | -1.1% |
| 30D | -2.3% | +5.8% | -8.2% | -4.2% |
| 3M | -3.3% | +10.8% | -14.1% | -7.2% |
| 6M | +15.4% | +21.5% | -6.1% | +4.4% |
| YTD | +26.7% | +6.4% | +20.4% | +20.5% |
| 1Y | +29.0% | -14.8% | +43.8% | +33.1% |
| 3Y | +89.0% | -29.9% | +118.8% | +105.2% |
| 5Y | +221.8% | -22.9% | +244.6% | +222.1% |
| All | +221.8% | -23.8% | +245.6% | +222.1% |
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