+129.3%
UL vs CDW
+983.6%
-854.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.8% | -3.9% | +0.2% |
| 7D | +0.3% | +9.3% | -9.1% | -1.3% |
| 30D | +7.0% | +15.8% | -8.8% | +4.2% |
| 3M | +5.8% | +21.8% | -16.0% | +1.9% |
| 6M | +16.1% | +58.8% | -42.7% | +6.1% |
| YTD | +4.5% | +22.8% | -18.3% | -1.1% |
| 1Y | -1.3% | +17.9% | -19.2% | -5.9% |
| 3Y | +35.0% | -17.4% | +52.4% | +35.2% |
| 5Y | +31.9% | -5.7% | +37.7% | +26.3% |
| 10Y | +99.3% | +319.5% | -220.2% | +29.3% |
| All | +129.3% | +983.6% | -854.4% | +32.0% |
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 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