+1,387.4%
HWM vs CDW
+295.4%
+1,092.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.9% |
| 7D | +3.3% | +2.1% | +1.2% | +1.5% |
| 30D | -7.6% | +14.7% | -22.4% | -14.9% |
| 3M | -28.9% | +11.1% | -40.0% | -34.1% |
| 6M | -19.7% | +45.6% | -65.2% | -37.8% |
| YTD | +0.5% | +17.1% | -16.6% | -16.1% |
| 1Y | +0.3% | +13.2% | -12.9% | -14.8% |
| 3Y | +325.8% | -22.2% | +348.0% | +336.6% |
| 5Y | +524.7% | -10.1% | +534.9% | +461.4% |
| 10Y | +1,491.8% | +307.0% | +1,184.8% | +520.1% |
| All | +1,387.4% | +295.4% | +1,092.1% | +484.4% |
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