+177.5%
DLR vs CDW
+325.6%
-148.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.8% | -1.5% | +2.1% |
| 7D | +2.4% | +9.3% | -7.0% | -0.1% |
| 30D | +0.7% | +15.8% | -15.0% | -3.3% |
| 3M | -6.4% | +21.8% | -28.2% | -11.8% |
| 6M | -6.5% | +58.8% | -65.3% | -19.5% |
| YTD | +18.8% | +22.8% | -4.0% | +8.5% |
| 1Y | +9.0% | +17.9% | -8.9% | +0.7% |
| 3Y | +54.5% | -17.4% | +71.9% | +56.4% |
| 5Y | +35.8% | -5.7% | +41.6% | +30.3% |
| 10Y | +177.5% | +319.5% | -142.0% | +115.7% |
| All | +177.5% | +325.6% | -148.2% | +115.7% |
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