+663.7%
UNH vs CDW
+1,014.9%
-351.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.1% |
| 7D | +0.2% | +13.1% | -12.9% | -3.3% |
| 30D | +6.8% | +19.1% | -12.3% | +1.6% |
| 3M | -0.3% | +24.7% | -25.0% | -7.1% |
| 6M | +7.9% | +63.4% | -55.5% | -8.4% |
| YTD | +25.1% | +26.3% | -1.2% | +12.8% |
| 1Y | +29.3% | +20.6% | +8.7% | +18.3% |
| 3Y | -20.3% | -16.3% | -4.0% | -20.6% |
| 5Y | -3.6% | -3.9% | +0.3% | -11.1% |
| 10Y | +227.5% | +331.5% | -104.0% | +77.7% |
| All | +663.7% | +1,014.9% | -351.2% | +251.7% |
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