+15.0%
IWM vs CDW
+10.0%
+5.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | -2.0% | +2.1% | -4.1% | -2.1% |
| 30D | -1.5% | +14.7% | -16.2% | -2.2% |
| 3M | -8.0% | +11.1% | -19.1% | -8.6% |
| 6M | -4.1% | +45.6% | -49.7% | -6.5% |
| YTD | +11.9% | +17.1% | -5.2% | +11.4% |
| 1Y | +15.0% | +13.2% | +1.9% | +16.2% |
| All | +15.0% | +10.0% | +5.0% | +16.2% |
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