+687.2%
WDC vs CDW
+316.1%
+371.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +7.1% |
| 7D | -3.2% | +2.6% | -5.8% | -4.0% |
| 30D | -19.0% | +20.4% | -39.4% | -27.8% |
| 3M | -28.4% | +28.5% | -56.9% | -39.7% |
| 6M | -39.2% | +70.6% | -109.8% | -58.6% |
| YTD | +82.1% | +29.1% | +53.0% | +40.1% |
| 1Y | +84.7% | +23.8% | +60.9% | +46.6% |
| 3Y | +825.6% | -14.5% | +840.1% | +821.3% |
| 5Y | +608.2% | -1.6% | +609.7% | +519.4% |
| All | +687.2% | +316.1% | +371.1% | +255.7% |
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