+155.4%
IWM vs CDW
+329.6%
-174.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.9% |
| 7D | +0.3% | +13.1% | -12.8% | -5.2% |
| 30D | +0.6% | +19.1% | -18.5% | -7.4% |
| 3M | -6.2% | +24.7% | -31.0% | -16.3% |
| 6M | -0.8% | +63.4% | -64.1% | -23.8% |
| YTD | +14.8% | +26.3% | -11.6% | -3.2% |
| 1Y | +16.1% | +20.6% | -4.4% | +0.3% |
| 3Y | +71.5% | -16.3% | +87.8% | +73.8% |
| 5Y | +25.8% | -3.9% | +29.7% | +15.8% |
| 10Y | +155.4% | +331.5% | -176.1% | +26.8% |
| All | +155.4% | +329.6% | -174.2% | +26.8% |
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