+196.2%
W vs CDW
+496.6%
-300.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.8% |
| 7D | -3.6% | +2.1% | -5.7% | -4.9% |
| 30D | +7.0% | +14.7% | -7.8% | -3.6% |
| 3M | +7.4% | +11.1% | -3.7% | -3.3% |
| 6M | +69.3% | +45.6% | +23.7% | +20.0% |
| YTD | +11.3% | +17.1% | -5.8% | -12.2% |
| 1Y | +13.2% | +13.2% | 0.0% | -8.0% |
| 3Y | +142.0% | -22.2% | +164.2% | +173.1% |
| 5Y | -54.6% | -10.1% | -44.5% | -52.7% |
| 10Y | +243.7% | +307.0% | -63.3% | +38.3% |
| All | +196.2% | +496.6% | -300.4% | -9.6% |
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