+693.4%
ON vs CDW
+933.5%
-240.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.1% |
| 7D | -11.7% | +2.1% | -13.8% | -13.6% |
| 30D | -23.3% | +14.7% | -38.0% | -31.4% |
| 3M | -19.2% | +11.1% | -30.3% | -26.9% |
| 6M | -40.1% | +45.6% | -85.7% | -58.5% |
| YTD | +16.9% | +17.1% | -0.2% | -9.0% |
| 1Y | +29.7% | +13.2% | +16.6% | +3.6% |
| 3Y | -4.4% | -22.2% | +17.8% | +2.6% |
| 5Y | +7.1% | -10.1% | +17.2% | +4.4% |
| 10Y | +447.2% | +307.0% | +140.2% | +110.3% |
| All | +693.4% | +933.5% | -240.2% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling