+7.0%
DLTR vs CDW
-29.2%
+36.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.2% | -0.4% | -4.7% |
| 7D | -5.8% | -3.9% | -2.0% | -5.2% |
| 30D | -5.2% | +6.9% | -12.1% | -6.5% |
| 3M | +15.2% | +7.7% | +7.5% | +13.0% |
| 6M | +7.1% | +18.3% | -11.2% | +0.9% |
| YTD | +0.8% | +7.8% | -6.9% | -3.0% |
| 1Y | +24.8% | -12.2% | +37.0% | +27.2% |
| All | +7.0% | -29.2% | +36.2% | +8.5% |
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