+198.5%
XOM vs CDW
+316.1%
-117.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.7% |
| 7D | -1.5% | +2.6% | -4.1% | -2.4% |
| 30D | -3.2% | +20.4% | -23.6% | -9.3% |
| 3M | +5.0% | +28.5% | -23.5% | -4.5% |
| 6M | +12.9% | +70.6% | -57.7% | -8.2% |
| YTD | +41.3% | +29.1% | +12.2% | +24.6% |
| 1Y | +43.2% | +23.8% | +19.4% | +28.0% |
| 3Y | +77.3% | -14.5% | +91.8% | +75.9% |
| 5Y | +204.8% | -1.6% | +206.4% | +175.7% |
| All | +198.5% | +316.1% | -117.6% | +93.0% |
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