-9.3%
CDW vs DOC
-22.1%
+12.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.1% |
| 7D | -4.1% | +6.2% | -10.4% | -5.3% |
| 30D | +16.7% | +6.5% | +10.3% | +15.2% |
| 3M | +13.6% | -6.2% | +19.8% | +14.9% |
| 6M | +17.0% | +25.6% | -8.6% | +9.4% |
| YTD | +18.1% | +32.1% | -13.9% | +7.5% |
| 1Y | +10.5% | +20.3% | -9.8% | +4.2% |
| 3Y | -20.9% | +42.7% | -63.6% | -32.4% |
| 5Y | -9.3% | -22.2% | +12.8% | +6.9% |
| All | -9.3% | -22.1% | +12.7% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling