+516.0%
ON vs CDW
+325.6%
+190.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.8% | +4.3% | +5.7% |
| 7D | -1.4% | +9.3% | -10.7% | -8.2% |
| 30D | -10.9% | +15.8% | -26.6% | -20.9% |
| 3M | -14.9% | +21.8% | -36.6% | -28.2% |
| 6M | -33.0% | +58.8% | -91.8% | -57.3% |
| YTD | +27.6% | +22.8% | +4.9% | -5.5% |
| 1Y | +44.5% | +17.9% | +26.6% | +10.7% |
| 3Y | +7.4% | -17.4% | +24.8% | +10.8% |
| 5Y | +18.7% | -5.7% | +24.5% | +10.6% |
| 10Y | +516.0% | +319.5% | +196.5% | +139.5% |
| All | +516.0% | +325.6% | +190.3% | +139.5% |
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 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