+893.1%
MSFT vs CDW
+305.9%
+587.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +1.7% | +2.1% | -0.4% | +0.7% |
| 30D | +0.2% | +14.7% | -14.6% | -5.7% |
| 3M | +6.4% | +11.1% | -4.8% | +0.5% |
| 6M | +28.7% | +45.6% | -16.9% | +6.6% |
| YTD | +10.4% | +17.1% | -6.7% | -1.9% |
| 1Y | +7.6% | +13.2% | -5.5% | -3.0% |
| 3Y | +52.3% | -22.2% | +74.5% | +57.2% |
| 5Y | +64.5% | -10.1% | +74.6% | +54.0% |
| All | +893.1% | +305.9% | +587.2% | +445.4% |
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