+34.4%
JD vs CDW
+329.0%
-294.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.2% |
| 7D | +5.2% | +13.1% | -7.9% | +0.6% |
| 30D | +4.5% | +19.1% | -14.6% | -2.2% |
| 3M | -15.4% | +24.7% | -40.1% | -22.7% |
| 6M | -6.0% | +63.4% | -69.4% | -23.6% |
| YTD | +2.2% | +26.3% | -24.2% | -10.7% |
| 1Y | -6.7% | +20.6% | -27.2% | -17.0% |
| 3Y | +20.5% | -16.3% | +36.8% | +21.1% |
| 5Y | -58.4% | -3.9% | -54.5% | -61.6% |
| All | +34.4% | +329.0% | -294.6% | -28.5% |
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