+1,001.8%
TER vs CDW
+325.6%
+676.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.8% | +7.9% | +10.0% |
| 7D | -5.8% | +9.3% | -15.1% | -10.9% |
| 30D | -38.9% | +15.8% | -54.7% | -44.4% |
| 3M | -35.1% | +21.8% | -56.9% | -43.8% |
| 6M | -31.6% | +58.8% | -90.3% | -51.8% |
| YTD | +27.2% | +22.8% | +4.5% | +0.1% |
| 1Y | +35.2% | +17.9% | +17.3% | +9.7% |
| 3Y | +192.8% | -17.4% | +210.2% | +204.4% |
| 5Y | +72.4% | -5.7% | +78.2% | +62.7% |
| 10Y | +1,001.8% | +319.5% | +682.4% | +409.0% |
| All | +1,001.8% | +325.6% | +676.2% | +409.0% |
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