+449.8%
WMT vs CDW
+903.1%
-453.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +3.9% | +3.2% | +0.8% | +3.4% |
| 30D | -4.4% | +9.3% | -13.7% | -5.9% |
| 3M | -8.8% | +9.8% | -18.6% | -10.5% |
| 6M | -15.6% | +23.3% | -39.0% | -19.6% |
| YTD | -3.2% | +13.7% | -16.9% | -6.7% |
| 1Y | +7.0% | -6.5% | +13.5% | +6.7% |
| 3Y | +105.3% | -25.2% | +130.5% | +110.1% |
| 5Y | +129.3% | -19.5% | +148.7% | +127.9% |
| 10Y | +423.9% | +285.8% | +138.1% | +274.6% |
| All | +449.8% | +903.1% | -453.3% | +259.1% |
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