+124.6%
XLP vs CDW
+303.2%
-178.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +0.7% | +2.1% | -1.3% | +0.2% |
| 30D | +10.3% | +14.7% | -4.5% | +7.2% |
| 3M | +6.5% | +11.1% | -4.6% | +3.8% |
| 6M | +8.4% | +45.6% | -37.2% | -0.7% |
| YTD | +18.2% | +17.1% | +1.1% | +12.0% |
| 1Y | +22.4% | +13.2% | +9.3% | +16.8% |
| 3Y | +41.9% | -22.2% | +64.1% | +44.1% |
| 5Y | +40.9% | -10.1% | +51.0% | +35.3% |
| All | +124.6% | +303.2% | -178.6% | +68.5% |
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