+131.4%
WMT vs CDW
-23.8%
+155.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.5% | -7.4% | +4.9% | -1.6% |
| 30D | -6.4% | +5.8% | -12.3% | -7.1% |
| 3M | -12.1% | +10.8% | -22.9% | -13.4% |
| 6M | -15.0% | +21.5% | -36.4% | -17.8% |
| YTD | -4.5% | +6.4% | -10.9% | -6.1% |
| 1Y | +6.2% | -14.8% | +21.0% | +8.2% |
| 3Y | +99.9% | -29.9% | +129.7% | +105.8% |
| 5Y | +131.4% | -22.9% | +154.3% | +124.4% |
| All | +131.4% | -23.8% | +155.2% | +124.4% |
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