+32.7%
ITW vs CDW
-14.4%
+47.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.5% | +9.1% | -8.6% | -1.0% |
| 30D | +7.7% | +13.7% | -6.0% | +5.1% |
| 3M | -1.3% | +27.0% | -28.4% | -5.9% |
| 6M | +15.5% | +75.9% | -60.4% | +1.9% |
| YTD | +18.6% | +28.9% | -10.2% | +10.6% |
| 1Y | +19.8% | +19.6% | +0.2% | +14.2% |
| All | +32.7% | -14.4% | +47.2% | +33.2% |
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 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