+149.9%
IBM vs CDW
+325.6%
-175.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.4% | -1.5% |
| 7D | -2.5% | +9.3% | -11.8% | -6.3% |
| 30D | +8.4% | +15.8% | -7.4% | +1.5% |
| 3M | +4.5% | +21.8% | -17.3% | -4.5% |
| 6M | +7.9% | +58.8% | -50.9% | -11.0% |
| YTD | -15.2% | +22.8% | -38.0% | -23.9% |
| 1Y | -17.6% | +17.9% | -35.5% | -24.9% |
| 3Y | +82.1% | -17.4% | +99.5% | +85.3% |
| 5Y | +143.3% | -5.7% | +149.1% | +127.8% |
| 10Y | +149.9% | +319.5% | -169.6% | +55.3% |
| All | +149.9% | +325.6% | -175.7% | +55.3% |
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