+528.7%
WDC vs CDW
-10.5%
+539.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | -28.0% | +2.1% | -30.0% | -28.6% |
| 30D | -34.9% | +14.7% | -49.7% | -38.7% |
| 3M | -41.6% | +11.1% | -52.7% | -44.8% |
| 6M | -45.4% | +45.6% | -91.0% | -55.7% |
| YTD | +53.3% | +17.1% | +36.2% | +33.4% |
| 1Y | +61.5% | +13.2% | +48.4% | +44.0% |
| 3Y | +712.3% | -22.2% | +734.5% | +778.1% |
| All | +528.7% | -10.5% | +539.2% | +469.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling