+122.8%
DAL vs CDW
+303.2%
-180.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.6% |
| 7D | +8.8% | +2.1% | +6.7% | +7.3% |
| 30D | +5.4% | +14.7% | -9.4% | -3.0% |
| 3M | -4.9% | +11.1% | -16.0% | -12.2% |
| 6M | +19.8% | +45.6% | -25.7% | -8.8% |
| YTD | +27.0% | +17.1% | +9.9% | +6.2% |
| 1Y | +52.5% | +13.2% | +39.3% | +30.6% |
| 3Y | +173.8% | -22.2% | +196.0% | +191.2% |
| 5Y | +104.5% | -10.1% | +114.7% | +93.3% |
| All | +122.8% | +303.2% | -180.4% | +7.1% |
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