+788.5%
XLK vs CDW
+300.6%
+487.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.8% | -6.5% | -2.2% |
| 7D | +0.2% | +0.9% | -0.7% | -0.5% |
| 30D | -0.6% | +13.1% | -13.7% | -6.6% |
| 3M | +2.6% | +19.7% | -17.1% | -7.5% |
| 6M | +34.0% | +30.7% | +3.2% | +11.9% |
| YTD | +30.7% | +14.7% | +16.0% | +15.7% |
| 1Y | +39.2% | -5.3% | +44.5% | +35.8% |
| 3Y | +120.4% | -23.8% | +144.3% | +134.8% |
| 5Y | +148.8% | -16.8% | +165.6% | +147.4% |
| All | +788.5% | +300.6% | +487.9% | +374.0% |
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