+25.8%
UL vs CDW
-25.0%
+50.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -1.3% | +3.2% | -4.5% | -1.4% |
| 30D | +0.5% | +9.3% | -8.8% | +0.2% |
| 3M | +17.6% | +9.8% | +7.8% | +17.1% |
| 6M | -5.4% | +23.3% | -28.7% | -6.3% |
| YTD | +0.7% | +13.7% | -12.9% | 0.0% |
| 1Y | -9.3% | -6.5% | -2.8% | -9.2% |
| All | +25.8% | -25.0% | +50.9% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling