+1,671.4%
TER vs CDW
+285.0%
+1,386.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.1% |
| 7D | +0.6% | +3.2% | -2.6% | -1.4% |
| 30D | -8.3% | +9.3% | -17.6% | -13.8% |
| 3M | -12.2% | +9.8% | -22.0% | -19.0% |
| 6M | +17.1% | +23.3% | -6.3% | -5.7% |
| YTD | +84.7% | +13.7% | +71.0% | +54.7% |
| 1Y | +199.9% | -6.5% | +206.4% | +189.8% |
| 3Y | +232.8% | -25.2% | +258.0% | +274.4% |
| 5Y | +198.6% | -19.5% | +218.1% | +215.9% |
| All | +1,671.4% | +285.0% | +1,386.4% | +687.9% |
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 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