+104.6%
UL vs CDW
+329.6%
-224.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.6% |
| 7D | +2.6% | +13.1% | -10.5% | +0.7% |
| 30D | +6.8% | +19.1% | -12.4% | +3.9% |
| 3M | +5.7% | +24.7% | -19.0% | +1.9% |
| 6M | +15.9% | +63.4% | -47.5% | +6.5% |
| YTD | +4.3% | +26.3% | -22.1% | -1.1% |
| 1Y | -0.4% | +20.6% | -21.0% | -4.9% |
| 3Y | +35.0% | -16.3% | +51.3% | +35.4% |
| 5Y | +31.6% | -3.9% | +35.5% | +26.1% |
| 10Y | +104.6% | +331.5% | -226.9% | +67.7% |
| All | +104.6% | +329.6% | -224.9% | +67.7% |
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