+127.2%
UL vs CDW
+933.5%
-806.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | +1.1% | +2.1% | -1.0% | +0.7% |
| 30D | +8.2% | +14.7% | -6.5% | +5.6% |
| 3M | +4.5% | +11.1% | -6.6% | +2.2% |
| 6M | +12.6% | +45.6% | -33.0% | +4.3% |
| YTD | +3.5% | +17.1% | -13.6% | -1.3% |
| 1Y | -0.4% | +13.2% | -13.6% | -4.5% |
| 3Y | +36.0% | -22.2% | +58.2% | +37.7% |
| 5Y | +30.9% | -10.1% | +41.1% | +26.3% |
| 10Y | +97.5% | +307.0% | -209.4% | +28.6% |
| All | +127.2% | +933.5% | -806.4% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling