+345.9%
DIA vs CDW
+933.5%
-587.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -0.9% | +2.1% | -3.0% | -1.8% |
| 30D | +0.3% | +14.7% | -14.5% | -4.6% |
| 3M | -4.5% | +11.1% | -15.6% | -8.8% |
| 6M | +3.4% | +45.6% | -42.2% | -11.6% |
| YTD | +7.8% | +17.1% | -9.3% | -2.3% |
| 1Y | +10.7% | +13.2% | -2.4% | +1.6% |
| 3Y | +57.5% | -22.2% | +79.7% | +61.7% |
| 5Y | +53.7% | -10.1% | +63.8% | +45.7% |
| 10Y | +247.2% | +307.0% | -59.8% | +96.9% |
| All | +345.9% | +933.5% | -587.6% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling