+7.0%
WMT vs CDW
-5.0%
+12.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | +3.9% | +3.2% | +0.8% | +3.9% |
| 30D | -4.4% | +9.3% | -13.7% | -4.3% |
| 3M | -8.8% | +9.8% | -18.6% | -8.8% |
| 6M | -15.6% | +23.3% | -39.0% | -14.5% |
| YTD | -3.2% | +13.7% | -16.9% | -2.7% |
| 1Y | +7.0% | -6.5% | +13.5% | +5.6% |
| All | +7.0% | -5.0% | +12.1% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling