+261.8%
XOM vs CDW
-23.8%
+285.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | 0.0% | -4.2% | +4.3% | +0.8% |
| 30D | +3.4% | +4.9% | -1.4% | +2.2% |
| 3M | +11.0% | +7.3% | +3.7% | +8.7% |
| 6M | +10.6% | +19.2% | -8.6% | +4.9% |
| YTD | +39.2% | +6.2% | +33.0% | +35.2% |
| 1Y | +52.7% | -14.0% | +66.7% | +55.8% |
| 3Y | +56.8% | -30.0% | +86.8% | +63.6% |
| 5Y | +261.8% | -23.6% | +285.4% | +273.5% |
| All | +261.8% | -23.8% | +285.6% | +273.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling