+616.5%
WM vs CDW
+903.1%
-286.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.3% | +3.2% | -3.5% | -1.0% |
| 30D | -2.4% | +9.3% | -11.7% | -4.4% |
| 3M | +0.4% | +9.8% | -9.4% | -2.2% |
| 6M | -9.5% | +23.3% | -32.8% | -15.2% |
| YTD | +0.5% | +13.7% | -13.1% | -4.3% |
| 1Y | -1.1% | -6.5% | +5.4% | -1.7% |
| 3Y | +46.0% | -25.2% | +71.3% | +50.3% |
| 5Y | +51.8% | -19.5% | +71.3% | +50.3% |
| 10Y | +307.5% | +285.8% | +21.7% | +173.7% |
| All | +616.5% | +903.1% | -286.6% | +330.2% |
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