+41.0%
WEC vs CDW
-25.0%
+66.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -0.3% | +3.2% | -3.4% | -0.3% |
| 30D | -1.3% | +9.3% | -10.6% | -1.3% |
| 3M | -3.9% | +9.8% | -13.7% | -4.0% |
| 6M | -8.3% | +23.3% | -31.7% | -8.6% |
| YTD | +3.1% | +13.7% | -10.6% | +2.8% |
| 1Y | +1.9% | -6.5% | +8.4% | +2.3% |
| All | +41.0% | -25.0% | +66.1% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling