+644.1%
UNH vs CDW
+903.1%
-259.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +1.1% | +3.2% | -2.1% | +0.2% |
| 30D | -3.8% | +9.3% | -13.1% | -6.5% |
| 3M | +0.7% | +9.8% | -9.1% | -2.9% |
| 6M | +37.9% | +23.3% | +14.5% | +26.3% |
| YTD | +21.9% | +13.7% | +8.3% | +13.9% |
| 1Y | +31.4% | -6.5% | +37.9% | +30.1% |
| 3Y | -11.4% | -25.2% | +13.8% | -8.4% |
| 5Y | +2.5% | -19.5% | +22.0% | +0.6% |
| 10Y | +242.9% | +285.8% | -43.0% | +93.1% |
| All | +644.1% | +903.1% | -259.0% | +255.2% |
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