-1.9%
KWEB vs CDW
-24.7%
+22.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.8% | -7.2% | -0.4% |
| 7D | -5.6% | +0.9% | -6.5% | -5.7% |
| 30D | -10.7% | +13.1% | -23.7% | -12.3% |
| 3M | -7.4% | +19.7% | -27.1% | -10.1% |
| 6M | -19.3% | +30.7% | -50.0% | -24.1% |
| YTD | -27.8% | +14.7% | -42.5% | -30.0% |
| 1Y | -35.9% | -5.3% | -30.6% | -34.9% |
| 3Y | -1.9% | -23.8% | +21.9% | -2.0% |
| All | -1.9% | -24.7% | +22.7% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling