+544.2%
WMT vs CDW
+1,014.9%
-470.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.5% |
| 7D | +0.6% | +13.1% | -12.5% | -1.5% |
| 30D | +12.8% | +19.1% | -6.4% | +9.4% |
| 3M | +11.7% | +24.7% | -13.0% | +7.3% |
| 6M | -3.5% | +63.4% | -66.9% | -12.0% |
| YTD | +13.4% | +26.3% | -12.9% | +7.1% |
| 1Y | +23.6% | +20.6% | +3.0% | +17.7% |
| 3Y | +133.9% | -16.3% | +150.2% | +134.3% |
| 5Y | +170.1% | -3.9% | +174.0% | +159.6% |
| 10Y | +523.5% | +331.5% | +192.0% | +336.3% |
| All | +544.2% | +1,014.9% | -470.6% | +312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling