+121.0%
UL vs CDW
+903.1%
-782.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -1.3% | +3.2% | -4.5% | -1.9% |
| 30D | +0.5% | +9.3% | -8.8% | -1.1% |
| 3M | +17.6% | +9.8% | +7.8% | +15.2% |
| 6M | -5.4% | +23.3% | -28.7% | -10.1% |
| YTD | +0.7% | +13.7% | -12.9% | -3.1% |
| 1Y | -9.3% | -6.5% | -2.8% | -9.7% |
| 3Y | +24.5% | -25.2% | +49.8% | +27.4% |
| 5Y | +23.2% | -19.5% | +42.7% | +22.0% |
| 10Y | +64.5% | +285.8% | -221.3% | +8.7% |
| All | +121.0% | +903.1% | -782.1% | +29.4% |
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