+90.7%
WFC vs CDW
-4.0%
+94.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +2.5% | +9.3% | -6.8% | -0.2% |
| 30D | +7.0% | +14.4% | -7.4% | +2.3% |
| 3M | -1.8% | +21.4% | -23.2% | -8.4% |
| 6M | +18.4% | +72.8% | -54.4% | -4.9% |
| YTD | -5.6% | +28.0% | -33.6% | -16.4% |
| 1Y | +3.9% | +19.3% | -15.5% | -5.3% |
| 3Y | +126.3% | -15.3% | +141.6% | +130.5% |
| All | +90.7% | -4.0% | +94.7% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling