+35.3%
ITW vs CDW
-2.4%
+37.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.5% | +9.1% | -8.6% | -1.9% |
| 30D | +7.7% | +13.7% | -6.0% | +3.6% |
| 3M | -1.3% | +27.0% | -28.4% | -8.6% |
| 6M | +15.5% | +75.9% | -60.4% | -5.2% |
| YTD | +18.6% | +28.9% | -10.2% | +6.0% |
| 1Y | +19.8% | +19.6% | +0.2% | +10.2% |
| 3Y | +32.5% | -14.6% | +47.1% | +34.3% |
| 5Y | +35.3% | -3.2% | +38.5% | +21.6% |
| All | +35.3% | -2.4% | +37.7% | +21.6% |
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