+1,559.5%
HWM vs CDW
+287.3%
+1,272.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.8% | -7.1% | -3.2% |
| 7D | -11.4% | +0.9% | -12.4% | -11.8% |
| 30D | -18.5% | +13.1% | -31.5% | -23.8% |
| 3M | -13.2% | +19.7% | -32.8% | -22.7% |
| 6M | -8.7% | +30.7% | -39.4% | -26.5% |
| YTD | +12.2% | +14.7% | -2.5% | -3.8% |
| 1Y | +24.9% | -5.3% | +30.2% | +19.7% |
| 3Y | +383.9% | -23.8% | +407.8% | +410.3% |
| 5Y | +646.1% | -16.8% | +663.0% | +616.2% |
| All | +1,559.5% | +287.3% | +1,272.1% | +570.3% |
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