+24.1%
KWEB vs CDW
+682.2%
-658.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.5% | -0.9% |
| 7D | -1.3% | -3.9% | +2.6% | 0.0% |
| 30D | -11.5% | +6.9% | -18.4% | -13.9% |
| 3M | -2.9% | +7.7% | -10.6% | -6.6% |
| 6M | -14.6% | +18.3% | -33.0% | -22.7% |
| YTD | -25.5% | +7.8% | -33.3% | -30.5% |
| 1Y | -31.1% | -12.2% | -18.9% | -30.5% |
| 3Y | +3.0% | -28.9% | +31.9% | +9.7% |
| 5Y | -42.6% | -22.8% | -19.8% | -42.2% |
| 10Y | -21.1% | +266.1% | -287.2% | -61.4% |
| All | +24.1% | +682.2% | -658.0% | -53.3% |
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