+145.1%
XRT vs CDW
+329.6%
-184.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.6% |
| 7D | +4.1% | +13.1% | -9.0% | -1.4% |
| 30D | +9.9% | +19.1% | -9.2% | +1.6% |
| 3M | +2.3% | +24.7% | -22.5% | -8.3% |
| 6M | +9.6% | +63.4% | -53.8% | -14.9% |
| YTD | +9.1% | +26.3% | -17.2% | -7.0% |
| 1Y | +16.2% | +20.6% | -4.3% | +1.3% |
| 3Y | +60.1% | -16.3% | +76.4% | +62.3% |
| 5Y | -0.5% | -3.9% | +3.5% | -7.2% |
| 10Y | +145.1% | +331.5% | -186.4% | +25.3% |
| All | +145.1% | +329.6% | -184.5% | +25.3% |
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