+199.8%
WMB vs CDW
-2.2%
+202.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.9% |
| 7D | +1.6% | +2.6% | -1.0% | +1.2% |
| 30D | -7.1% | +20.4% | -27.5% | -9.6% |
| 3M | -4.0% | +28.5% | -32.5% | -7.8% |
| 6M | -5.7% | +70.6% | -76.3% | -14.7% |
| YTD | +17.2% | +29.1% | -11.9% | +10.9% |
| 1Y | +17.2% | +23.8% | -6.6% | +11.9% |
| 3Y | +121.1% | -14.5% | +135.5% | +123.8% |
| All | +199.8% | -2.2% | +202.0% | +178.9% |
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