+132.1%
WFC vs CDW
+263.0%
-130.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.0% | +0.1% |
| 7D | +1.1% | -3.9% | +4.9% | +2.8% |
| 30D | +0.8% | +6.9% | -6.1% | -2.8% |
| 3M | +9.3% | +7.7% | +1.6% | +3.3% |
| 6M | +10.6% | +18.3% | -7.7% | -3.4% |
| YTD | -4.1% | +7.8% | -11.8% | -12.5% |
| 1Y | +13.6% | -12.2% | +25.7% | +14.6% |
| 3Y | +130.7% | -28.9% | +159.7% | +152.1% |
| 5Y | +126.7% | -22.8% | +149.5% | +128.7% |
| 10Y | +132.1% | +266.1% | -133.9% | +18.4% |
| All | +132.1% | +263.0% | -130.8% | +18.4% |
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