-63.1%
W vs CDW
-19.1%
-44.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.3% |
| 7D | -4.2% | +3.2% | -7.3% | -6.8% |
| 30D | -7.6% | +9.3% | -16.9% | -15.3% |
| 3M | +37.2% | +9.8% | +27.4% | +24.1% |
| 6M | +26.3% | +23.3% | +3.0% | -5.0% |
| YTD | -1.0% | +13.7% | -14.6% | -21.2% |
| 1Y | +20.1% | -6.5% | +26.6% | +17.0% |
| 3Y | +37.8% | -25.2% | +63.0% | +69.7% |
| All | -63.1% | -19.1% | -44.0% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling