+868.6%
MSFT vs CDW
+263.0%
+605.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | +1.0% |
| 7D | -1.4% | -3.9% | +2.5% | +0.2% |
| 30D | -1.0% | +6.9% | -7.9% | -4.1% |
| 3M | +20.2% | +7.7% | +12.5% | +14.9% |
| 6M | +21.3% | +18.3% | +3.0% | +8.5% |
| YTD | +2.8% | +7.8% | -5.0% | -4.7% |
| 1Y | 0.0% | -12.2% | +12.1% | +1.3% |
| 3Y | +51.2% | -28.9% | +80.2% | +63.3% |
| 5Y | +71.4% | -22.8% | +94.2% | +73.1% |
| 10Y | +868.6% | +266.1% | +602.5% | +403.4% |
| All | +868.6% | +263.0% | +605.6% | +403.4% |
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