+422.9%
ITW vs CDW
+903.1%
-480.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -3.6% | +3.2% | -6.7% | -4.7% |
| 30D | -9.1% | +9.3% | -18.4% | -12.4% |
| 3M | +8.2% | +9.8% | -1.6% | +3.3% |
| 6M | -4.8% | +23.3% | -28.1% | -15.2% |
| YTD | +11.0% | +13.7% | -2.6% | +1.8% |
| 1Y | +4.2% | -6.5% | +10.7% | +2.7% |
| 3Y | +17.3% | -25.2% | +42.5% | +23.4% |
| 5Y | +33.0% | -19.5% | +52.5% | +33.0% |
| 10Y | +182.3% | +285.8% | -103.5% | +59.6% |
| All | +422.9% | +903.1% | -480.2% | +149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling