+542.0%
MS vs CDW
+312.7%
+229.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.1% |
| 7D | +5.1% | +9.3% | -4.3% | +0.7% |
| 30D | +5.7% | +14.4% | -8.7% | -1.4% |
| 3M | -12.2% | +21.4% | -33.6% | -21.2% |
| 6M | -0.5% | +72.8% | -73.3% | -27.8% |
| YTD | +9.8% | +28.0% | -18.2% | -9.6% |
| 1Y | +17.7% | +19.3% | -1.6% | +0.8% |
| 3Y | +176.8% | -15.3% | +192.1% | +177.2% |
| 5Y | +123.7% | -3.8% | +127.5% | +101.2% |
| All | +542.0% | +312.7% | +229.3% | +176.4% |
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