+2,159.6%
PWR vs CDW
+983.6%
+1,176.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.8% | +4.5% | +7.5% |
| 7D | -4.8% | +9.3% | -14.1% | -8.6% |
| 30D | -16.2% | +15.8% | -32.0% | -21.8% |
| 3M | -11.9% | +21.8% | -33.7% | -20.2% |
| 6M | -20.6% | +58.8% | -79.4% | -37.7% |
| YTD | +40.3% | +22.8% | +17.5% | +19.6% |
| 1Y | +33.0% | +17.9% | +15.1% | +15.7% |
| 3Y | +250.0% | -17.4% | +267.4% | +252.0% |
| 5Y | +404.2% | -5.7% | +409.9% | +370.8% |
| 10Y | +1,865.8% | +319.5% | +1,546.3% | +909.7% |
| All | +2,159.6% | +983.6% | +1,176.0% | +905.1% |
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