-37.5%
U vs CDW
+35.9%
-73.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.2% | +7.8% | +6.1% |
| 7D | +4.5% | -3.9% | +8.3% | +7.0% |
| 30D | -0.6% | +6.9% | -7.5% | -6.2% |
| 3M | +48.4% | +7.7% | +40.8% | +37.0% |
| 6M | +115.4% | +18.3% | +97.0% | +75.3% |
| YTD | -3.2% | +7.8% | -11.0% | -14.4% |
| 1Y | -6.0% | -12.2% | +6.1% | -1.7% |
| 3Y | +13.5% | -28.9% | +42.4% | +35.8% |
| 5Y | -68.0% | -22.8% | -45.2% | -66.5% |
| All | -37.5% | +35.9% | -73.4% | -37.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling