+36.9%
PYPL vs CDW
+263.0%
-226.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +1.9% | -0.8% |
| 7D | +1.7% | -3.9% | +5.6% | +3.7% |
| 30D | -9.7% | +6.9% | -16.6% | -13.0% |
| 3M | +29.2% | +7.7% | +21.5% | +22.2% |
| 6M | +13.9% | +18.3% | -4.4% | -0.5% |
| YTD | -8.1% | +7.8% | -15.9% | -16.2% |
| 1Y | -21.4% | -12.2% | -9.2% | -20.1% |
| 3Y | -11.8% | -28.9% | +17.1% | -2.3% |
| 5Y | -81.1% | -22.8% | -58.4% | -80.5% |
| 10Y | +36.9% | +266.1% | -229.1% | -21.7% |
| All | +36.9% | +263.0% | -226.0% | -21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling