+112.1%
DIS vs CDW
+983.6%
-871.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.8% | -2.8% | +0.3% |
| 7D | +5.3% | +9.3% | -4.0% | +1.7% |
| 30D | +10.2% | +15.8% | -5.5% | +3.9% |
| 3M | +13.5% | +21.8% | -8.2% | +3.9% |
| 6M | +11.1% | +58.8% | -47.7% | -10.4% |
| YTD | +5.5% | +22.8% | -17.3% | -7.9% |
| 1Y | +9.1% | +17.9% | -8.8% | -3.2% |
| 3Y | +36.0% | -17.4% | +53.4% | +36.9% |
| 5Y | -29.8% | -5.7% | -24.1% | -34.6% |
| 10Y | +36.6% | +319.5% | -282.9% | -26.5% |
| All | +112.1% | +983.6% | -871.5% | -2.0% |
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