+303.7%
WMB vs CDW
+285.0%
+18.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +0.6% | +3.2% | -2.6% | -0.4% |
| 30D | +3.3% | +9.3% | -6.0% | +0.1% |
| 3M | +3.1% | +9.8% | -6.7% | -1.0% |
| 6M | -0.7% | +23.3% | -24.0% | -10.0% |
| YTD | +25.2% | +13.7% | +11.5% | +15.8% |
| 1Y | +32.9% | -6.5% | +39.3% | +31.4% |
| 3Y | +140.6% | -25.2% | +165.8% | +150.7% |
| 5Y | +273.5% | -19.5% | +292.9% | +265.9% |
| All | +303.7% | +285.0% | +18.6% | +157.6% |
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