+205.1%
IWD vs CDW
+303.2%
-98.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -0.5% | +2.1% | -2.6% | -1.4% |
| 30D | +2.7% | +14.7% | -12.1% | -2.4% |
| 3M | +0.9% | +11.1% | -10.2% | -3.8% |
| 6M | +10.5% | +45.6% | -35.0% | -5.8% |
| YTD | +23.7% | +17.1% | +6.6% | +11.8% |
| 1Y | +28.7% | +13.2% | +15.6% | +17.8% |
| 3Y | +79.7% | -22.2% | +101.9% | +85.0% |
| 5Y | +69.7% | -10.1% | +79.8% | +60.2% |
| All | +205.1% | +303.2% | -98.1% | +91.5% |
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 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