+741.5%
HWM vs CDW
-19.1%
+760.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -2.1% | +3.2% | -5.3% | -3.1% |
| 30D | -11.0% | +9.3% | -20.3% | -13.6% |
| 3M | +4.0% | +9.8% | -5.8% | -0.1% |
| 6M | -0.2% | +23.3% | -23.6% | -11.0% |
| YTD | +26.7% | +13.7% | +13.0% | +16.1% |
| 1Y | +44.7% | -6.5% | +51.2% | +45.3% |
| 3Y | +426.1% | -25.2% | +451.3% | +467.5% |
| All | +741.5% | -19.1% | +760.6% | +775.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling