-41.1%
DIS vs CDW
-19.1%
-21.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -2.6% | +3.2% | -5.8% | -3.6% |
| 30D | +3.5% | +9.3% | -5.8% | +0.3% |
| 3M | +6.8% | +9.8% | -3.0% | +2.3% |
| 6M | +3.0% | +23.3% | -20.4% | -8.3% |
| YTD | -6.7% | +13.7% | -20.4% | -14.1% |
| 1Y | -10.1% | -6.5% | -3.6% | -10.0% |
| 3Y | +33.0% | -25.2% | +58.3% | +41.5% |
| All | -41.1% | -19.1% | -21.9% | -40.1% |
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 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