+832.1%
ON vs CDW
+903.1%
-71.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.7% |
| 7D | +2.4% | +3.2% | -0.7% | +0.2% |
| 30D | -3.3% | +9.3% | -12.6% | -10.1% |
| 3M | -43.6% | +9.8% | -53.4% | -49.5% |
| 6M | +19.0% | +23.3% | -4.4% | -8.6% |
| YTD | +37.4% | +13.7% | +23.7% | +11.0% |
| 1Y | +54.8% | -6.5% | +61.2% | +46.0% |
| 3Y | -25.2% | -25.2% | +0.1% | -15.7% |
| 5Y | +62.7% | -19.5% | +82.2% | +74.9% |
| 10Y | +574.3% | +285.8% | +288.5% | +172.8% |
| All | +832.1% | +903.1% | -71.0% | +215.4% |
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 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