+1,490.9%
HWM vs CDW
+315.4%
+1,175.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +11.1% | +9.1% | +2.0% | +6.6% |
| 30D | +3.0% | +13.7% | -10.7% | -4.3% |
| 3M | -20.7% | +27.0% | -47.8% | -31.1% |
| 6M | -17.2% | +75.9% | -93.1% | -41.8% |
| YTD | +9.1% | +28.9% | -19.8% | -13.0% |
| 1Y | +9.0% | +19.6% | -10.6% | -9.1% |
| 3Y | +353.8% | -14.6% | +368.5% | +345.8% |
| 5Y | +608.0% | -3.2% | +611.2% | +517.2% |
| All | +1,490.9% | +315.4% | +1,175.5% | +525.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling