+191.6%
XOM vs CDW
+271.4%
-79.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.9% | -7.4% | +9.2% | +4.3% |
| 30D | +4.1% | +5.8% | -1.8% | +1.6% |
| 3M | +10.4% | +10.8% | -0.4% | +5.4% |
| 6M | +13.0% | +21.5% | -8.4% | +2.6% |
| YTD | +40.1% | +6.4% | +33.7% | +32.6% |
| 1Y | +51.1% | -14.8% | +65.9% | +54.5% |
| 3Y | +57.7% | -29.9% | +87.6% | +67.8% |
| 5Y | +264.7% | -22.9% | +287.6% | +262.2% |
| All | +191.6% | +271.4% | -79.9% | +97.9% |
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 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