+523.3%
ON vs CDW
+312.7%
+210.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -3.0% | -3.1% |
| 7D | +12.2% | +9.3% | +2.9% | +5.4% |
| 30D | -3.1% | +14.4% | -17.5% | -13.1% |
| 3M | -12.9% | +21.4% | -34.3% | -26.1% |
| 6M | -38.6% | +72.8% | -111.4% | -63.4% |
| YTD | +31.2% | +28.0% | +3.2% | -5.8% |
| 1Y | +47.6% | +19.3% | +28.3% | +12.7% |
| 3Y | +6.6% | -15.3% | +21.9% | +8.3% |
| 5Y | +21.3% | -3.8% | +25.1% | +11.6% |
| All | +523.3% | +312.7% | +210.7% | +146.8% |
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