-42.1%
KWEB vs CDW
-17.6%
-24.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.8% | -7.2% | -1.3% |
| 7D | -5.6% | +0.9% | -6.5% | -5.9% |
| 30D | -10.7% | +13.1% | -23.7% | -13.8% |
| 3M | -7.4% | +19.7% | -27.1% | -12.6% |
| 6M | -19.3% | +30.7% | -50.0% | -27.6% |
| YTD | -27.8% | +14.7% | -42.5% | -32.4% |
| 1Y | -35.9% | -5.3% | -30.6% | -35.7% |
| 3Y | -1.9% | -23.8% | +21.9% | +2.9% |
| All | -42.1% | -17.6% | -24.5% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling