+260.4%
IWM vs CDW
+903.1%
-642.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +0.1% | +3.2% | -3.1% | -1.3% |
| 30D | -1.3% | +9.3% | -10.5% | -5.4% |
| 3M | +1.6% | +9.8% | -8.2% | -4.0% |
| 6M | +13.6% | +23.3% | -9.8% | -1.3% |
| YTD | +20.8% | +13.7% | +7.1% | +8.4% |
| 1Y | +26.4% | -6.5% | +32.9% | +24.1% |
| 3Y | +60.7% | -25.2% | +85.9% | +72.1% |
| 5Y | +38.2% | -19.5% | +57.7% | +39.9% |
| 10Y | +169.5% | +285.8% | -116.3% | +40.9% |
| All | +260.4% | +903.1% | -642.7% | +58.4% |
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