+221.4%
XOM vs CDW
+1,037.5%
-816.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +2.7% | +9.1% | -6.4% | +0.1% |
| 30D | -2.5% | +13.7% | -16.2% | -6.7% |
| 3M | +7.0% | +27.0% | -20.1% | -1.8% |
| 6M | +14.2% | +75.9% | -61.7% | -6.6% |
| YTD | +43.9% | +28.9% | +15.0% | +28.1% |
| 1Y | +47.9% | +19.6% | +28.3% | +34.8% |
| 3Y | +80.6% | -14.6% | +95.2% | +79.1% |
| 5Y | +212.8% | -3.2% | +215.9% | +188.4% |
| 10Y | +202.6% | +321.3% | -118.7% | +85.1% |
| All | +221.4% | +1,037.5% | -816.1% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling