+34.2%
DIS vs CDW
+303.2%
-269.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +5.2% | +2.1% | +3.1% | +4.1% |
| 30D | +11.5% | +14.7% | -3.3% | +5.2% |
| 3M | +11.5% | +11.1% | +0.4% | +5.4% |
| 6M | +8.9% | +45.6% | -36.7% | -10.0% |
| YTD | +3.4% | +17.1% | -13.7% | -8.6% |
| 1Y | +7.2% | +13.2% | -6.0% | -3.9% |
| 3Y | +43.3% | -22.2% | +65.5% | +48.1% |
| 5Y | -31.4% | -10.1% | -21.3% | -35.4% |
| All | +34.2% | +303.2% | -269.0% | -21.7% |
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