+1,108.7%
MS vs CDW
+903.1%
+205.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +1.4% | +3.2% | -1.8% | -0.2% |
| 30D | -0.3% | +9.3% | -9.5% | -4.9% |
| 3M | +0.3% | +9.8% | -9.5% | -6.1% |
| 6M | +31.3% | +23.3% | +8.0% | +12.1% |
| YTD | +24.7% | +13.7% | +11.0% | +10.4% |
| 1Y | +47.9% | -6.5% | +54.4% | +44.4% |
| 3Y | +178.3% | -25.2% | +203.6% | +198.2% |
| 5Y | +144.9% | -19.5% | +164.4% | +145.4% |
| 10Y | +804.5% | +285.8% | +518.7% | +315.4% |
| All | +1,108.7% | +903.1% | +205.6% | +374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling