+363.8%
DIA vs CDW
+903.1%
-539.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.2% | +3.2% | -3.4% | -1.3% |
| 30D | -1.5% | +9.3% | -10.8% | -4.7% |
| 3M | +3.8% | +9.8% | -6.0% | -0.6% |
| 6M | +10.3% | +23.3% | -13.1% | -0.8% |
| YTD | +12.1% | +13.7% | -1.6% | +3.4% |
| 1Y | +18.6% | -6.5% | +25.1% | +17.2% |
| 3Y | +60.6% | -25.2% | +85.9% | +68.4% |
| 5Y | +64.4% | -19.5% | +83.9% | +63.6% |
| 10Y | +250.1% | +285.8% | -35.7% | +103.3% |
| All | +363.8% | +903.1% | -539.3% | +139.1% |
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