+39.2%
XLK vs CDW
-8.5%
+47.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.8% | -6.5% | +0.6% |
| 7D | +0.2% | +0.9% | -0.7% | +0.1% |
| 30D | -0.6% | +13.1% | -13.7% | -1.8% |
| 3M | +2.6% | +19.7% | -17.1% | +0.8% |
| 6M | +34.0% | +30.7% | +3.2% | +28.6% |
| YTD | +30.7% | +14.7% | +16.0% | +29.1% |
| 1Y | +39.2% | -5.3% | +44.5% | +41.9% |
| All | +39.2% | -8.5% | +47.7% | +41.9% |
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