+307.9%
IWD vs CDW
+903.1%
-595.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -0.3% | +3.2% | -3.4% | -1.3% |
| 30D | +0.6% | +9.3% | -8.7% | -2.7% |
| 3M | +7.2% | +9.8% | -2.6% | +2.8% |
| 6M | +16.2% | +23.3% | -7.1% | +4.6% |
| YTD | +23.3% | +13.7% | +9.7% | +13.8% |
| 1Y | +29.6% | -6.5% | +36.0% | +28.0% |
| 3Y | +70.5% | -25.2% | +95.7% | +78.7% |
| 5Y | +73.5% | -19.5% | +93.0% | +72.8% |
| 10Y | +198.3% | +285.8% | -87.5% | +73.9% |
| All | +307.9% | +903.1% | -595.2% | +108.3% |
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