+1,516.8%
HWM vs CDW
+338.4%
+1,178.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.2% |
| 7D | +5.0% | +2.6% | +2.4% | +3.8% |
| 30D | +1.5% | +20.4% | -18.9% | -8.4% |
| 3M | -20.3% | +28.5% | -48.8% | -31.2% |
| 6M | -18.0% | +70.6% | -88.6% | -41.4% |
| YTD | +9.5% | +29.1% | -19.6% | -12.7% |
| 1Y | +7.5% | +23.8% | -16.3% | -12.4% |
| 3Y | +355.7% | -14.5% | +370.1% | +347.2% |
| 5Y | +610.2% | -1.6% | +611.8% | +512.2% |
| 10Y | +1,516.8% | +322.0% | +1,194.7% | +542.5% |
| All | +1,516.8% | +338.4% | +1,178.3% | +542.5% |
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