+111.8%
WFC vs CDW
+316.1%
-204.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.9% |
| 7D | -1.3% | +2.6% | -3.8% | -2.5% |
| 30D | +3.6% | +20.4% | -16.8% | -5.5% |
| 3M | -1.3% | +28.5% | -29.8% | -13.5% |
| 6M | +18.0% | +70.6% | -52.6% | -12.6% |
| YTD | -5.9% | +29.1% | -35.0% | -21.8% |
| 1Y | +1.8% | +23.8% | -22.0% | -13.7% |
| 3Y | +125.0% | -14.5% | +139.5% | +123.7% |
| 5Y | +92.0% | -1.6% | +93.5% | +70.2% |
| All | +111.8% | +316.1% | -204.3% | +1.5% |
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