+553.7%
MS vs CDW
+329.6%
+224.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | -1.1% |
| 7D | +0.8% | +13.1% | -12.3% | -5.2% |
| 30D | -0.7% | +19.1% | -19.8% | -9.3% |
| 3M | -12.4% | +24.7% | -37.1% | -22.5% |
| 6M | -1.7% | +63.4% | -65.1% | -26.6% |
| YTD | +8.0% | +26.3% | -18.3% | -10.5% |
| 1Y | +16.2% | +20.6% | -4.4% | -1.2% |
| 3Y | +171.3% | -16.3% | +187.6% | +173.2% |
| 5Y | +124.8% | -3.9% | +128.7% | +102.0% |
| 10Y | +553.7% | +331.5% | +222.2% | +179.4% |
| All | +553.7% | +329.6% | +224.1% | +179.4% |
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