+161.6%
IWM vs CDW
+303.2%
-141.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | -2.0% | +2.1% | -4.1% | -3.3% |
| 30D | -1.5% | +14.7% | -16.2% | -7.8% |
| 3M | -8.0% | +11.1% | -19.1% | -13.7% |
| 6M | -4.1% | +45.6% | -49.7% | -22.5% |
| YTD | +11.9% | +17.1% | -5.2% | -2.5% |
| 1Y | +15.0% | +13.2% | +1.9% | +1.9% |
| 3Y | +64.2% | -22.2% | +86.4% | +71.6% |
| 5Y | +20.4% | -10.1% | +30.5% | +14.0% |
| All | +161.6% | +303.2% | -141.6% | +36.8% |
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