+22.9%
WBD vs CDW
-31.3%
+54.2%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | 0.0% |
| 7D | -0.1% | -27.4% | +27.3% | +1.4% |
| 30D | -0.9% | -20.9% | +20.0% | 0.0% |
| 3M | -3.2% | -21.3% | +18.1% | -2.4% |
| YTD | -5.6% | -26.7% | +21.1% | -2.5% |
| All | +22.9% | -31.3% | +54.2% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling