+784.1%
DE vs CDW
+338.4%
+445.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.3% |
| 7D | +2.3% | +2.6% | -0.3% | +1.1% |
| 30D | +9.3% | +20.4% | -11.0% | +1.0% |
| 3M | +12.2% | +28.5% | -16.3% | -0.2% |
| 6M | +18.1% | +70.6% | -52.5% | -9.3% |
| YTD | +49.8% | +29.1% | +20.7% | +26.8% |
| 1Y | +46.4% | +23.8% | +22.6% | +26.2% |
| 3Y | +92.5% | -14.5% | +107.0% | +91.1% |
| 5Y | +107.4% | -1.6% | +109.0% | +85.5% |
| 10Y | +784.1% | +322.0% | +462.1% | +310.3% |
| All | +784.1% | +338.4% | +445.6% | +310.3% |
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