+259.9%
WMB vs CDW
+325.6%
-65.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.1% | +2.3% |
| 7D | -6.7% | +9.3% | -16.0% | -9.4% |
| 30D | -8.6% | +15.8% | -24.3% | -13.0% |
| 3M | -4.9% | +21.8% | -26.7% | -11.6% |
| 6M | -6.3% | +58.8% | -65.1% | -21.6% |
| YTD | +13.0% | +22.8% | -9.8% | +1.2% |
| 1Y | +14.9% | +17.9% | -3.0% | +4.4% |
| 3Y | +113.4% | -17.4% | +130.8% | +113.4% |
| 5Y | +190.2% | -5.7% | +195.9% | +165.6% |
| 10Y | +259.9% | +319.5% | -59.6% | +166.0% |
| All | +259.9% | +325.6% | -65.8% | +166.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling