+3.9%
W vs CDW
+16.9%
-13.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.8% | -0.3% | +3.3% |
| 7D | +3.3% | +9.3% | -6.0% | +1.3% |
| 30D | +10.5% | +15.8% | -5.3% | +7.5% |
| 3M | +9.6% | +21.8% | -12.2% | +5.3% |
| 6M | +76.4% | +58.8% | +17.6% | +68.6% |
| YTD | +16.4% | +22.8% | -6.4% | +15.8% |
| All | +3.9% | +16.9% | -13.0% | +5.9% |
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