+541.0%
GWW vs CDW
+903.1%
-362.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +1.4% | +3.2% | -1.8% | +0.3% |
| 30D | +3.3% | +9.3% | -6.0% | -0.3% |
| 3M | +2.9% | +9.8% | -6.9% | -1.7% |
| 6M | +15.8% | +23.3% | -7.6% | +3.2% |
| YTD | +32.0% | +13.7% | +18.4% | +21.3% |
| 1Y | +29.9% | -6.5% | +36.4% | +28.2% |
| 3Y | +91.1% | -25.2% | +116.3% | +101.5% |
| 5Y | +223.9% | -19.5% | +243.4% | +225.0% |
| 10Y | +567.0% | +285.8% | +281.2% | +295.0% |
| All | +541.0% | +903.1% | -362.1% | +227.1% |
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 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