+354.9%
PWR vs CDW
-10.5%
+365.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.1% | +6.5% |
| 7D | -12.9% | +2.1% | -14.9% | -13.7% |
| 30D | -22.8% | +14.7% | -37.6% | -26.7% |
| 3M | -19.0% | +11.1% | -30.1% | -22.8% |
| 6M | -31.1% | +45.6% | -76.7% | -42.4% |
| YTD | +28.3% | +17.1% | +11.2% | +14.5% |
| 1Y | +22.2% | +13.2% | +9.1% | +11.2% |
| 3Y | +222.2% | -22.2% | +244.4% | +244.5% |
| All | +354.9% | -10.5% | +365.4% | +328.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling