+4.4%
HWM vs CDW
+13.2%
-8.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +12.7% | -17.0% | -2.8% |
| 7D | +9.4% | +3.7% | +5.7% | +10.3% |
| 30D | -7.0% | +26.0% | -33.0% | -4.5% |
| 3M | -25.9% | +10.1% | -36.0% | -24.9% |
| 6M | -10.8% | +26.1% | -36.9% | -7.4% |
| YTD | +4.3% | +25.9% | -21.5% | +7.7% |
| 1Y | +4.4% | +21.5% | -17.2% | +7.0% |
| All | +4.4% | +13.2% | -8.8% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling