+692.8%
WM vs CDW
+942.7%
-249.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.1% | +7.3% | +2.4% |
| 7D | +4.5% | -4.1% | +8.6% | +5.1% |
| 30D | +16.1% | +16.7% | -0.7% | +12.0% |
| 3M | +8.0% | +13.6% | -5.6% | +4.3% |
| 6M | +8.4% | +17.0% | -8.6% | +2.6% |
| YTD | +11.2% | +18.1% | -6.9% | +4.5% |
| 1Y | +22.3% | +10.5% | +11.9% | +16.6% |
| 3Y | +50.2% | -20.9% | +71.2% | +51.9% |
| 5Y | +63.3% | -9.3% | +72.6% | +56.1% |
| 10Y | +355.0% | +310.6% | +44.5% | +200.2% |
| All | +692.8% | +942.7% | -249.8% | +369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling