+134.0%
WFC vs CDW
+325.6%
-191.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.8% | -3.0% | -0.3% |
| 7D | +0.1% | +9.3% | -9.2% | -4.1% |
| 30D | +2.9% | +15.8% | -12.9% | -4.4% |
| 3M | -1.4% | +21.8% | -23.2% | -11.5% |
| 6M | +14.3% | +58.8% | -44.4% | -12.4% |
| YTD | -6.2% | +22.8% | -29.0% | -20.3% |
| 1Y | +1.6% | +17.9% | -16.3% | -12.0% |
| 3Y | +126.9% | -17.4% | +144.3% | +128.7% |
| 5Y | +94.0% | -5.7% | +99.7% | +75.2% |
| 10Y | +134.0% | +319.5% | -185.5% | +15.3% |
| All | +134.0% | +325.6% | -191.6% | +15.3% |
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