-32.5%
WBD vs CDW
+170.0%
-202.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | 0.0% |
| 7D | +3.1% | +6.3% | -3.2% | +0.9% |
| 30D | +1.0% | +4.1% | -3.1% | -0.4% |
| 3M | +1.3% | +2.4% | -1.1% | +0.4% |
| 6M | -8.7% | +12.6% | -21.3% | -12.5% |
| YTD | -0.9% | +11.4% | -12.3% | -5.2% |
| 1Y | -13.6% | +9.2% | -22.8% | -16.9% |
| 3Y | -38.8% | +119.3% | -158.1% | -47.5% |
| All | -32.5% | +170.0% | -202.5% | -42.2% |
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