+33.8%
DIS vs CDW
-25.3%
+59.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -2.6% | +3.2% | -5.8% | -3.2% |
| 30D | +3.5% | +9.3% | -5.8% | +1.4% |
| 3M | +6.8% | +9.8% | -3.0% | +3.9% |
| 6M | +3.0% | +23.3% | -20.4% | -5.2% |
| YTD | -6.7% | +13.7% | -20.4% | -11.6% |
| 1Y | -10.1% | -6.5% | -3.6% | -8.5% |
| All | +33.8% | -25.3% | +59.1% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling