+4,177.7%
DELL vs CDW
+262.5%
+3,915.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +1.1% |
| 7D | +8.7% | -4.2% | +13.0% | +11.3% |
| 30D | +16.9% | +4.9% | +12.0% | +13.1% |
| 3M | +40.4% | +7.3% | +33.1% | +31.7% |
| 6M | +267.1% | +19.2% | +247.9% | +214.7% |
| YTD | +329.1% | +6.2% | +322.9% | +293.9% |
| 1Y | +346.9% | -14.0% | +360.9% | +365.6% |
| 3Y | +696.6% | -30.0% | +726.6% | +824.0% |
| 5Y | +1,106.2% | -23.6% | +1,129.8% | +1,206.0% |
| 10Y | +4,177.7% | +269.4% | +3,908.4% | +2,316.5% |
| All | +4,177.7% | +262.5% | +3,915.2% | +2,316.5% |
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