+19.4%
XLK vs CDW
+19.9%
-0.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | +3.4% | +9.3% | -6.0% | +2.4% |
| 30D | -10.6% | +14.4% | -24.9% | -11.5% |
| 3M | -10.6% | +21.4% | -32.1% | -12.0% |
| 6M | -3.5% | +72.8% | -76.3% | -6.0% |
| YTD | +18.7% | +28.0% | -9.3% | +18.4% |
| 1Y | +19.4% | +19.3% | +0.1% | +23.9% |
| All | +19.4% | +19.9% | -0.5% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling