+163.6%
W vs CDW
+479.0%
-315.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.3% |
| 7D | -4.2% | +3.2% | -7.3% | -6.6% |
| 30D | -7.6% | +9.3% | -16.9% | -14.7% |
| 3M | +37.2% | +9.8% | +27.4% | +25.0% |
| 6M | +26.3% | +23.3% | +3.0% | -1.4% |
| YTD | -1.0% | +13.7% | -14.6% | -19.1% |
| 1Y | +20.1% | -6.5% | +26.6% | +14.9% |
| 3Y | +37.8% | -25.2% | +63.0% | +62.5% |
| 5Y | -63.7% | -19.5% | -44.2% | -58.6% |
| 10Y | +156.3% | +285.8% | -129.5% | +8.1% |
| All | +163.6% | +479.0% | -315.4% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling