+1,773.8%
HWM vs CDW
+283.8%
+1,490.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -2.1% | +3.2% | -5.3% | -3.8% |
| 30D | -11.0% | +9.3% | -20.3% | -15.4% |
| 3M | +4.0% | +9.8% | -5.8% | -3.3% |
| 6M | -0.2% | +23.3% | -23.6% | -17.0% |
| YTD | +26.7% | +13.7% | +13.0% | +9.2% |
| 1Y | +44.7% | -6.5% | +51.2% | +39.4% |
| 3Y | +426.1% | -25.2% | +451.3% | +460.9% |
| 5Y | +738.5% | -19.5% | +758.0% | +722.4% |
| All | +1,773.8% | +283.8% | +1,490.1% | +660.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling