+561.8%
ON vs CDW
+263.0%
+298.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.2% | +0.7% | -0.6% |
| 7D | -2.2% | -3.9% | +1.7% | +0.7% |
| 30D | -12.4% | +6.9% | -19.3% | -17.4% |
| 3M | -41.2% | +7.7% | -48.9% | -47.3% |
| 6M | +25.0% | +18.3% | +6.7% | -2.9% |
| YTD | +31.3% | +7.8% | +23.5% | +8.6% |
| 1Y | +45.4% | -12.2% | +57.6% | +43.6% |
| 3Y | -27.4% | -28.9% | +1.5% | -14.5% |
| 5Y | +58.5% | -22.8% | +81.3% | +74.7% |
| 10Y | +561.8% | +266.1% | +295.8% | +150.7% |
| All | +561.8% | +263.0% | +298.9% | +150.7% |
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