+220.4%
W vs CDW
+338.4%
-118.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | 0.0% |
| 7D | -7.4% | +2.6% | -10.0% | -9.2% |
| 30D | +7.8% | +20.4% | -12.6% | -7.0% |
| 3M | +10.9% | +28.5% | -17.6% | -11.4% |
| 6M | +86.4% | +70.6% | +15.8% | +14.1% |
| YTD | +14.0% | +29.1% | -15.1% | -18.0% |
| 1Y | +3.5% | +23.8% | -20.3% | -22.6% |
| 3Y | +164.8% | -14.5% | +179.2% | +178.3% |
| 5Y | -53.1% | -1.6% | -51.5% | -54.9% |
| 10Y | +220.4% | +322.0% | -101.6% | +23.6% |
| All | +220.4% | +338.4% | -118.0% | +23.6% |
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