+610.2%
HWM vs CDW
-1.8%
+612.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.7% |
| 7D | +5.0% | +2.6% | +2.4% | +4.3% |
| 30D | +1.5% | +20.4% | -18.9% | -4.1% |
| 3M | -20.3% | +28.5% | -48.8% | -26.5% |
| 6M | -18.0% | +70.6% | -88.6% | -33.0% |
| YTD | +9.5% | +29.1% | -19.6% | -3.6% |
| 1Y | +7.5% | +23.8% | -16.3% | -3.6% |
| 3Y | +355.7% | -14.5% | +370.1% | +370.2% |
| 5Y | +610.2% | -1.6% | +611.8% | +529.1% |
| All | +610.2% | -1.8% | +612.0% | +529.1% |
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