+421.5%
WMT vs CDW
+270.8%
+150.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -0.2% | -4.2% | +4.0% | +0.4% |
| 30D | -5.8% | +4.9% | -10.7% | -6.6% |
| 3M | -10.8% | +7.3% | -18.1% | -12.1% |
| 6M | -14.3% | +19.2% | -33.5% | -17.8% |
| YTD | -4.4% | +6.2% | -10.6% | -6.7% |
| 1Y | +4.3% | -14.0% | +18.3% | +5.5% |
| 3Y | +100.1% | -30.0% | +130.0% | +106.8% |
| 5Y | +130.8% | -23.6% | +154.4% | +131.1% |
| All | +421.5% | +270.8% | +150.7% | +306.5% |
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