+21.0%
ITW vs CDW
-29.2%
+50.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +0.4% |
| 7D | -0.4% | -3.9% | +3.4% | +0.2% |
| 30D | -9.4% | +6.9% | -16.3% | -10.7% |
| 3M | +7.1% | +7.7% | -0.6% | +5.0% |
| 6M | -1.9% | +18.3% | -20.2% | -7.7% |
| YTD | +10.4% | +7.8% | +2.7% | +6.4% |
| 1Y | +3.3% | -12.2% | +15.5% | +5.7% |
| 3Y | +21.0% | -28.9% | +50.0% | +23.5% |
| All | +21.0% | -29.2% | +50.2% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling