+544.2%
WMT vs CDW
+312.7%
+231.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +2.0% | +9.3% | -7.3% | +0.6% |
| 30D | +10.3% | +14.4% | -4.1% | +7.8% |
| 3M | +11.0% | +21.4% | -10.5% | +7.2% |
| 6M | -2.3% | +72.8% | -75.1% | -11.4% |
| YTD | +15.7% | +28.0% | -12.3% | +9.3% |
| 1Y | +26.0% | +19.3% | +6.6% | +20.5% |
| 3Y | +136.5% | -15.3% | +151.8% | +136.8% |
| 5Y | +176.8% | -3.8% | +180.6% | +166.2% |
| All | +544.2% | +312.7% | +231.6% | +399.2% |
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