+404.3%
META vs CDW
+303.2%
+101.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -0.8% | +2.1% | -2.9% | -2.0% |
| 30D | -15.4% | +14.7% | -30.2% | -20.8% |
| 3M | +3.5% | +11.1% | -7.6% | -2.7% |
| 6M | -0.3% | +45.6% | -45.9% | -18.8% |
| YTD | -7.3% | +17.1% | -24.4% | -18.8% |
| 1Y | -1.1% | +13.2% | -14.3% | -12.0% |
| 3Y | +95.1% | -22.2% | +117.3% | +101.2% |
| 5Y | +80.6% | -10.1% | +90.7% | +70.7% |
| All | +404.3% | +303.2% | +101.1% | +223.3% |
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 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