+266.3%
WMB vs CDW
+329.6%
-63.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +0.7% |
| 7D | -6.9% | +13.1% | -20.0% | -10.5% |
| 30D | -7.2% | +19.1% | -26.3% | -12.4% |
| 3M | -5.4% | +24.7% | -30.2% | -12.6% |
| 6M | -4.9% | +63.4% | -68.2% | -21.0% |
| YTD | +14.7% | +26.3% | -11.6% | +2.0% |
| 1Y | +14.7% | +20.6% | -5.9% | +3.6% |
| 3Y | +116.4% | -16.3% | +132.7% | +116.0% |
| 5Y | +198.5% | -3.9% | +202.5% | +172.3% |
| 10Y | +266.3% | +331.5% | -65.2% | +150.2% |
| All | +266.3% | +329.6% | -63.3% | +150.2% |
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 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