+177.1%
W vs CDW
-14.3%
+191.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.4% |
| 7D | -7.4% | +2.6% | -10.0% | -8.7% |
| 30D | +7.8% | +20.4% | -12.6% | -3.0% |
| 3M | +10.9% | +28.5% | -17.6% | -5.5% |
| 6M | +86.4% | +70.6% | +15.8% | +29.8% |
| YTD | +14.0% | +29.1% | -15.1% | -9.3% |
| 1Y | +3.5% | +23.8% | -20.3% | -14.3% |
| All | +177.1% | -14.3% | +191.4% | +182.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling