+278.8%
WMB vs CDW
-19.1%
+297.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.6% | +3.2% | -2.6% | +0.1% |
| 30D | +3.3% | +9.3% | -6.0% | +1.8% |
| 3M | +3.1% | +9.8% | -6.7% | +1.2% |
| 6M | -0.7% | +23.3% | -24.0% | -5.3% |
| YTD | +25.2% | +13.7% | +11.5% | +20.9% |
| 1Y | +32.9% | -6.5% | +39.3% | +33.8% |
| 3Y | +140.6% | -25.2% | +165.8% | +148.8% |
| All | +278.8% | -19.1% | +297.9% | +279.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling