+25.0%
IWM vs CDW
-13.2%
+38.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | -0.1% |
| 7D | +1.4% | -3.9% | +5.3% | +1.7% |
| 30D | -2.3% | +6.9% | -9.2% | -2.8% |
| 3M | +4.0% | +7.7% | -3.7% | +3.1% |
| 6M | +17.9% | +18.3% | -0.4% | +14.1% |
| YTD | +20.2% | +7.8% | +12.4% | +18.9% |
| 1Y | +25.0% | -12.2% | +37.1% | +26.3% |
| All | +25.0% | -13.2% | +38.1% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling