+337.4%
CDW vs DOC
+19.9%
+317.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.1% | +9.6% | +11.6% |
| 7D | +3.7% | +8.7% | -5.0% | +0.9% |
| 30D | +26.0% | +7.6% | +18.4% | +22.9% |
| 3M | +10.1% | -5.3% | +15.4% | +11.8% |
| 6M | +26.1% | +27.6% | -1.5% | +12.3% |
| YTD | +25.9% | +32.4% | -6.5% | +9.7% |
| 1Y | +21.5% | +22.9% | -1.3% | +9.2% |
| 3Y | -15.7% | +43.1% | -58.8% | -30.7% |
| 5Y | -2.3% | -21.4% | +19.1% | +3.3% |
| 10Y | +337.4% | +16.8% | +320.6% | +302.7% |
| All | +337.4% | +19.9% | +317.5% | +302.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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