+201.9%
XOM vs CDW
+903.1%
-701.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +1.8% | +3.2% | -1.4% | +0.8% |
| 30D | +5.9% | +9.3% | -3.4% | +2.6% |
| 3M | +5.6% | +9.8% | -4.2% | +1.5% |
| 6M | +7.9% | +23.3% | -15.5% | -1.7% |
| YTD | +35.2% | +13.7% | +21.5% | +26.1% |
| 1Y | +46.0% | -6.5% | +52.5% | +44.6% |
| 3Y | +55.0% | -25.2% | +80.3% | +61.3% |
| 5Y | +246.3% | -19.5% | +265.8% | +242.0% |
| 10Y | +181.0% | +285.8% | -104.8% | +78.7% |
| All | +201.9% | +903.1% | -701.2% | +71.0% |
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 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