+2,127.7%
PWR vs CDW
+1,014.9%
+1,112.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.5% |
| 7D | -11.2% | +13.1% | -24.3% | -15.9% |
| 30D | -17.4% | +19.1% | -36.5% | -23.7% |
| 3M | -11.7% | +24.7% | -36.5% | -20.8% |
| 6M | -21.7% | +63.4% | -85.1% | -39.3% |
| YTD | +38.3% | +26.3% | +12.0% | +16.6% |
| 1Y | +29.6% | +20.6% | +9.0% | +11.8% |
| 3Y | +236.1% | -16.3% | +252.5% | +236.8% |
| 5Y | +406.3% | -3.9% | +410.3% | +369.7% |
| 10Y | +1,796.7% | +331.5% | +1,465.2% | +863.5% |
| All | +2,127.7% | +1,014.9% | +1,112.9% | +879.9% |
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