-56.8%
W vs CDW
-2.4%
-54.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.4% |
| 7D | -1.7% | +9.1% | -10.8% | -8.4% |
| 30D | +3.2% | +13.7% | -10.5% | -6.9% |
| 3M | +8.3% | +27.0% | -18.7% | -13.0% |
| 6M | +84.3% | +75.9% | +8.4% | +6.7% |
| YTD | +11.0% | +28.9% | -17.8% | -21.4% |
| 1Y | -0.2% | +19.6% | -19.8% | -23.1% |
| 3Y | +157.9% | -14.6% | +172.6% | +181.2% |
| 5Y | -56.8% | -3.2% | -53.6% | -63.5% |
| All | -56.8% | -2.4% | -54.4% | -63.5% |
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 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