-27.9%
WBD vs CDW
+903.1%
-931.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -1.8% | +3.2% | -5.0% | -3.1% |
| 30D | +8.8% | +9.3% | -0.5% | +4.5% |
| 3M | +4.6% | +9.8% | -5.2% | -0.7% |
| 6M | +1.1% | +23.3% | -22.3% | -11.1% |
| YTD | -2.0% | +13.7% | -15.6% | -11.3% |
| 1Y | +140.0% | -6.5% | +146.5% | +134.6% |
| 3Y | +144.4% | -25.2% | +169.6% | +160.7% |
| 5Y | -0.2% | -19.5% | +19.3% | +1.2% |
| 10Y | +9.1% | +285.8% | -276.7% | -42.3% |
| All | -27.9% | +903.1% | -931.0% | -66.9% |
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