+20.1%
W vs CDW
-5.0%
+25.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.7% |
| 7D | -4.2% | +3.2% | -7.3% | -4.8% |
| 30D | -7.6% | +9.3% | -16.9% | -9.3% |
| 3M | +37.2% | +9.8% | +27.4% | +35.0% |
| 6M | +26.3% | +23.3% | +3.0% | +19.6% |
| YTD | -1.0% | +13.7% | -14.6% | -2.4% |
| 1Y | +20.1% | -6.5% | +26.6% | +21.2% |
| All | +20.1% | -5.0% | +25.1% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling