+263.8%
INTC vs CDW
+267.9%
-4.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -5.2% | +14.2% | +11.5% |
| 7D | +17.4% | -3.9% | +21.3% | +19.2% |
| 30D | +2.8% | +6.9% | -4.1% | -1.1% |
| 3M | -5.3% | +7.7% | -12.9% | -10.8% |
| 6M | +140.6% | +18.3% | +122.3% | +106.8% |
| YTD | +183.1% | +7.8% | +175.4% | +153.9% |
| 1Y | +326.8% | -12.2% | +338.9% | +327.9% |
| 3Y | +179.4% | -28.9% | +208.4% | +211.0% |
| 5Y | +111.7% | -22.8% | +134.5% | +119.7% |
| All | +263.8% | +267.9% | -4.1% | +93.2% |
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 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