+86.8%
WFC vs CDW
-10.5%
+97.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +1.2% | +2.1% | -0.8% | +0.4% |
| 30D | +5.2% | +14.7% | -9.5% | +0.4% |
| 3M | -3.0% | +11.1% | -14.2% | -7.2% |
| 6M | +6.2% | +45.6% | -39.4% | -9.5% |
| YTD | -7.9% | +17.1% | -25.0% | -16.2% |
| 1Y | +0.3% | +13.2% | -12.9% | -7.5% |
| 3Y | +117.7% | -22.2% | +139.9% | +127.4% |
| All | +86.8% | -10.5% | +97.2% | +67.1% |
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