+65.7%
DIA vs CDW
-19.1%
+84.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.2% | +3.2% | -3.4% | -1.0% |
| 30D | -1.5% | +9.3% | -10.8% | -3.9% |
| 3M | +3.8% | +9.8% | -6.0% | +0.5% |
| 6M | +10.3% | +23.3% | -13.1% | +1.6% |
| YTD | +12.1% | +13.7% | -1.6% | +5.7% |
| 1Y | +18.6% | -6.5% | +25.1% | +18.9% |
| 3Y | +60.6% | -25.2% | +85.9% | +68.5% |
| All | +65.7% | -19.1% | +84.8% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling