+13.7%
WBD vs CDW
+262.5%
-248.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.2% |
| 7D | -1.7% | -4.2% | +2.5% | 0.0% |
| 30D | +3.9% | +4.9% | -1.0% | +1.3% |
| 3M | +5.1% | +7.3% | -2.2% | +0.3% |
| 6M | +0.6% | +19.2% | -18.6% | -11.0% |
| YTD | -3.2% | +6.2% | -9.3% | -10.3% |
| 1Y | +127.7% | -14.0% | +141.7% | +130.7% |
| 3Y | +146.6% | -30.0% | +176.5% | +170.9% |
| 5Y | +4.2% | -23.6% | +27.8% | +7.6% |
| 10Y | +13.7% | +269.4% | -255.7% | -43.0% |
| All | +13.7% | +262.5% | -248.8% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling