+235.3%
DIA vs CDW
+315.4%
-80.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.6% | +9.1% | -7.5% | -1.4% |
| 30D | +1.2% | +13.7% | -12.5% | -3.5% |
| 3M | -2.4% | +27.0% | -29.4% | -11.1% |
| 6M | +5.7% | +75.9% | -70.2% | -16.0% |
| YTD | +9.9% | +28.9% | -18.9% | -4.0% |
| 1Y | +9.8% | +19.6% | -9.8% | -1.2% |
| 3Y | +59.8% | -14.6% | +74.4% | +59.5% |
| 5Y | +57.7% | -3.2% | +60.8% | +45.0% |
| All | +235.3% | +315.4% | -80.2% | +94.7% |
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 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