+87.5%
DIS vs CDW
+903.1%
-815.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -2.6% | +3.2% | -5.8% | -3.8% |
| 30D | +3.5% | +9.3% | -5.8% | -0.4% |
| 3M | +6.8% | +9.8% | -3.0% | +1.5% |
| 6M | +3.0% | +23.3% | -20.4% | -9.5% |
| YTD | -6.7% | +13.7% | -20.4% | -15.4% |
| 1Y | -10.1% | -6.5% | -3.6% | -11.7% |
| 3Y | +33.0% | -25.2% | +58.3% | +40.5% |
| 5Y | -40.0% | -19.5% | -20.5% | -39.9% |
| 10Y | +21.1% | +285.8% | -264.8% | -32.2% |
| All | +87.5% | +903.1% | -815.6% | -9.9% |
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 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