+514.7%
HD vs CDW
+933.5%
-418.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.5% |
| 7D | +4.3% | +2.1% | +2.2% | +3.4% |
| 30D | +20.2% | +14.7% | +5.4% | +14.0% |
| 3M | -1.0% | +11.1% | -12.1% | -5.7% |
| 6M | +7.9% | +45.6% | -37.7% | -8.9% |
| YTD | +2.0% | +17.1% | -15.1% | -8.4% |
| 1Y | -4.3% | +13.2% | -17.5% | -12.9% |
| 3Y | +25.9% | -22.2% | +48.1% | +29.8% |
| 5Y | +5.8% | -10.1% | +15.9% | +0.8% |
| 10Y | +262.5% | +307.0% | -44.4% | +101.7% |
| All | +514.7% | +933.5% | -418.8% | +214.2% |
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 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