+1.7%
WFC vs CDW
+23.1%
-21.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.2% |
| 7D | -1.3% | +2.6% | -3.8% | -1.6% |
| 30D | +3.6% | +20.4% | -16.8% | +1.9% |
| 3M | -1.3% | +28.5% | -29.8% | -3.6% |
| 6M | +18.0% | +70.6% | -52.6% | +9.4% |
| YTD | -5.9% | +29.1% | -35.0% | -8.8% |
| All | +1.7% | +23.1% | -21.3% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling