+808.5%
MS vs CDW
+283.9%
+524.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +1.4% | +3.2% | -1.8% | -0.2% |
| 30D | -0.3% | +9.3% | -9.5% | -5.0% |
| 3M | +0.3% | +9.8% | -9.5% | -6.3% |
| 6M | +31.3% | +23.3% | +8.0% | +11.4% |
| YTD | +24.7% | +13.7% | +11.0% | +9.9% |
| 1Y | +47.9% | -6.5% | +54.4% | +44.5% |
| 3Y | +178.3% | -25.2% | +203.6% | +199.4% |
| 5Y | +144.9% | -19.5% | +164.4% | +144.5% |
| All | +808.5% | +283.9% | +524.6% | +285.4% |
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