+436.0%
META vs CDW
+329.6%
+106.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.2% |
| 7D | +3.3% | +13.1% | -9.8% | -2.2% |
| 30D | -10.8% | +19.1% | -29.9% | -17.7% |
| 3M | +7.9% | +24.7% | -16.8% | -3.4% |
| 6M | +5.4% | +63.4% | -58.0% | -18.3% |
| YTD | -2.6% | +26.3% | -28.9% | -17.3% |
| 1Y | +1.9% | +20.6% | -18.7% | -11.6% |
| 3Y | +97.0% | -16.3% | +113.3% | +97.2% |
| 5Y | +97.6% | -3.9% | +101.6% | +81.9% |
| 10Y | +436.0% | +331.5% | +104.5% | +229.0% |
| All | +436.0% | +329.6% | +106.5% | +229.0% |
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 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