+620.7%
GWW vs CDW
+1,039.4%
-418.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | 0.0% | +2.6% | -2.6% | -1.0% |
| 30D | +14.0% | +20.4% | -6.4% | +6.5% |
| 3M | +14.4% | +28.5% | -14.1% | +3.8% |
| 6M | +21.7% | +70.6% | -48.9% | -2.3% |
| YTD | +48.4% | +29.1% | +19.4% | +29.6% |
| 1Y | +58.4% | +23.8% | +34.6% | +40.5% |
| 3Y | +92.3% | -14.5% | +106.8% | +92.4% |
| 5Y | +221.8% | -1.6% | +223.4% | +198.5% |
| 10Y | +657.6% | +322.0% | +335.5% | +330.7% |
| All | +620.7% | +1,039.4% | -418.7% | +249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling