+281.4%
WMB vs CDW
+312.7%
-31.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +7.8% | +9.3% | -1.5% | +5.1% |
| 30D | -5.1% | +14.4% | -19.5% | -9.3% |
| 3M | -4.7% | +21.4% | -26.1% | -11.2% |
| 6M | -7.4% | +72.8% | -80.2% | -24.6% |
| YTD | +17.5% | +28.0% | -10.6% | +3.9% |
| 1Y | +19.5% | +19.3% | +0.1% | +8.4% |
| 3Y | +121.3% | -15.3% | +136.6% | +120.2% |
| 5Y | +200.5% | -3.8% | +204.3% | +174.3% |
| All | +281.4% | +312.7% | -31.3% | +151.4% |
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