+222.2%
PWR vs CDW
-21.8%
+243.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.1% | +6.4% |
| 7D | -12.9% | +2.1% | -14.9% | -13.0% |
| 30D | -22.8% | +14.7% | -37.6% | -24.6% |
| 3M | -19.0% | +11.1% | -30.1% | -20.7% |
| 6M | -31.1% | +45.6% | -76.7% | -37.5% |
| YTD | +28.3% | +17.1% | +11.2% | +21.8% |
| 1Y | +22.2% | +13.2% | +9.1% | +17.9% |
| 3Y | +222.2% | -22.2% | +244.4% | +224.5% |
| All | +222.2% | -21.8% | +243.9% | +224.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling