+54.1%
T vs CDW
+325.6%
-271.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.1% | -0.2% |
| 7D | +1.7% | +9.3% | -7.6% | -0.3% |
| 30D | -1.7% | +15.8% | -17.5% | -4.9% |
| 3M | -7.3% | +21.8% | -29.1% | -11.6% |
| 6M | -11.2% | +58.8% | -70.0% | -20.7% |
| YTD | -8.1% | +22.8% | -30.8% | -14.1% |
| 1Y | -8.0% | +17.9% | -25.9% | -13.3% |
| 3Y | +62.1% | -17.4% | +79.6% | +61.9% |
| 5Y | +55.7% | -5.7% | +61.4% | +45.3% |
| 10Y | +54.1% | +319.5% | -265.4% | +2.7% |
| All | +54.1% | +325.6% | -271.5% | +2.7% |
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