+188.3%
ITW vs CDW
+300.6%
-112.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.8% | -6.7% | -1.7% |
| 7D | -0.7% | +0.9% | -1.7% | -1.2% |
| 30D | -8.3% | +13.1% | -21.4% | -12.9% |
| 3M | +6.0% | +19.7% | -13.6% | -2.3% |
| 6M | 0.0% | +30.7% | -30.7% | -13.7% |
| YTD | +10.2% | +14.7% | -4.5% | +0.1% |
| 1Y | +3.2% | -5.3% | +8.5% | +1.2% |
| 3Y | +21.0% | -23.8% | +44.8% | +26.6% |
| 5Y | +37.9% | -16.8% | +54.7% | +35.4% |
| All | +188.3% | +300.6% | -112.3% | +59.9% |
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