+400.3%
DAL vs CDW
+903.1%
-502.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.4% |
| 7D | +0.1% | +3.2% | -3.1% | -1.7% |
| 30D | -13.9% | +9.3% | -23.2% | -18.7% |
| 3M | +1.1% | +9.8% | -8.7% | -6.3% |
| 6M | +26.2% | +23.3% | +2.9% | +4.4% |
| YTD | +16.4% | +13.7% | +2.8% | +0.7% |
| 1Y | +33.9% | -6.5% | +40.3% | +30.5% |
| 3Y | +93.4% | -25.2% | +118.6% | +112.3% |
| 5Y | +106.4% | -19.5% | +125.8% | +111.9% |
| 10Y | +143.0% | +285.8% | -142.8% | +6.6% |
| All | +400.3% | +903.1% | -502.8% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling