+35.0%
ITW vs CDW
-23.8%
+58.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.3% |
| 7D | -1.9% | -4.2% | +2.3% | -0.7% |
| 30D | -10.4% | +4.9% | -15.2% | -11.9% |
| 3M | +3.5% | +7.3% | -3.8% | +0.3% |
| 6M | -3.4% | +19.2% | -22.5% | -12.0% |
| YTD | +8.5% | +6.2% | +2.3% | +2.9% |
| 1Y | +3.2% | -14.0% | +17.3% | +6.1% |
| 3Y | +18.9% | -30.0% | +48.9% | +28.2% |
| 5Y | +35.0% | -23.6% | +58.6% | +32.6% |
| All | +35.0% | -23.8% | +58.8% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling