+152.6%
XRT vs CDW
+325.6%
-173.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.2% | +1.6% |
| 7D | +2.5% | +9.3% | -6.8% | -1.5% |
| 30D | +10.3% | +15.8% | -5.4% | +3.2% |
| 3M | +2.4% | +21.8% | -19.4% | -7.2% |
| 6M | +10.0% | +58.8% | -48.8% | -13.6% |
| YTD | +9.5% | +22.8% | -13.2% | -5.5% |
| 1Y | +17.2% | +17.9% | -0.7% | +3.0% |
| 3Y | +62.0% | -17.4% | +79.4% | +64.9% |
| 5Y | -2.1% | -5.7% | +3.6% | -8.0% |
| 10Y | +152.6% | +319.5% | -166.9% | +31.7% |
| All | +152.6% | +325.6% | -173.1% | +31.7% |
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 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