+228.4%
UNH vs CDW
+300.6%
-72.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.8% | -10.2% | -4.5% |
| 7D | -4.5% | +0.9% | -5.5% | -5.0% |
| 30D | -6.5% | +13.1% | -19.6% | -10.1% |
| 3M | -6.0% | +19.7% | -25.7% | -11.8% |
| 6M | +33.7% | +30.7% | +2.9% | +20.0% |
| YTD | +16.4% | +14.7% | +1.7% | +8.2% |
| 1Y | +10.1% | -5.3% | +15.4% | +8.6% |
| 3Y | -16.3% | -23.8% | +7.5% | -14.0% |
| 5Y | +2.1% | -16.8% | +18.9% | -1.4% |
| All | +228.4% | +300.6% | -72.2% | +76.6% |
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