+225.1%
UNH vs CDW
+338.4%
-113.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.1% |
| 7D | -1.6% | +2.6% | -4.1% | -2.3% |
| 30D | +6.5% | +20.4% | -13.9% | +1.0% |
| 3M | +0.8% | +28.5% | -27.7% | -6.8% |
| 6M | +6.1% | +70.6% | -64.5% | -11.1% |
| YTD | +24.5% | +29.1% | -4.6% | +11.6% |
| 1Y | +26.3% | +23.8% | +2.5% | +14.8% |
| 3Y | -20.7% | -14.5% | -6.2% | -21.2% |
| 5Y | -3.6% | -1.6% | -2.0% | -12.0% |
| 10Y | +225.1% | +322.0% | -97.0% | +80.1% |
| All | +225.1% | +338.4% | -113.4% | +80.1% |
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