+143.3%
DELL vs CDW
+13.2%
+130.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +12.7% | -21.5% | -13.1% |
| 7D | -24.6% | +3.7% | -28.3% | -25.5% |
| 30D | -32.5% | +26.0% | -58.5% | -38.5% |
| 3M | -20.2% | +10.1% | -30.3% | -23.6% |
| 6M | +76.5% | +26.1% | +50.4% | +50.8% |
| YTD | +198.9% | +25.9% | +173.1% | +157.2% |
| 1Y | +143.3% | +21.5% | +121.8% | +118.2% |
| All | +143.3% | +13.2% | +130.1% | +118.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling