+65.3%
T vs CDW
+263.0%
-197.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.7% |
| 7D | -1.5% | -3.9% | +2.3% | -0.8% |
| 30D | +7.6% | +6.9% | +0.7% | +5.9% |
| 3M | +15.3% | +7.7% | +7.6% | +12.8% |
| 6M | -8.5% | +18.3% | -26.8% | -13.4% |
| YTD | +6.8% | +7.8% | -1.0% | +2.9% |
| 1Y | -7.2% | -12.2% | +4.9% | -6.5% |
| 3Y | +108.2% | -28.9% | +137.2% | +115.6% |
| 5Y | +66.1% | -22.8% | +88.8% | +63.5% |
| 10Y | +65.3% | +266.1% | -200.8% | +8.3% |
| All | +65.3% | +263.0% | -197.7% | +8.3% |
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