+582.2%
WDC vs CDW
+933.5%
-351.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.9% |
| 7D | -28.0% | +2.1% | -30.0% | -29.1% |
| 30D | -34.9% | +14.7% | -49.7% | -40.4% |
| 3M | -41.6% | +11.1% | -52.7% | -46.3% |
| 6M | -45.4% | +45.6% | -91.0% | -58.9% |
| YTD | +53.3% | +17.1% | +36.2% | +25.6% |
| 1Y | +61.5% | +13.2% | +48.4% | +35.6% |
| 3Y | +712.3% | -22.2% | +734.5% | +748.0% |
| 5Y | +524.2% | -10.1% | +534.3% | +480.4% |
| 10Y | +616.5% | +307.0% | +309.5% | +188.0% |
| All | +582.2% | +933.5% | -351.3% | +160.9% |
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