+271.8%
UNP vs CDW
+263.0%
+8.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | +1.4% |
| 7D | -0.7% | -3.9% | +3.1% | +0.6% |
| 30D | -1.1% | +6.9% | -8.0% | -3.9% |
| 3M | +7.9% | +7.7% | +0.2% | +3.6% |
| 6M | +14.6% | +18.3% | -3.7% | +3.1% |
| YTD | +26.6% | +7.8% | +18.8% | +18.0% |
| 1Y | +35.6% | -12.2% | +47.7% | +36.7% |
| 3Y | +45.5% | -28.9% | +74.4% | +56.0% |
| 5Y | +50.0% | -22.8% | +72.8% | +50.4% |
| 10Y | +271.8% | +266.1% | +5.8% | +96.7% |
| All | +271.8% | +263.0% | +8.9% | +96.7% |
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 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