+197.3%
IWD vs CDW
+285.0%
-87.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -0.3% | +3.2% | -3.4% | -1.4% |
| 30D | +0.6% | +9.3% | -8.7% | -2.8% |
| 3M | +7.2% | +9.8% | -2.6% | +2.6% |
| 6M | +16.2% | +23.3% | -7.1% | +4.2% |
| YTD | +23.3% | +13.7% | +9.7% | +13.5% |
| 1Y | +29.6% | -6.5% | +36.0% | +28.1% |
| 3Y | +70.5% | -25.2% | +95.7% | +79.3% |
| 5Y | +73.5% | -19.5% | +93.0% | +72.4% |
| All | +197.3% | +285.0% | -87.8% | +73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling