+161.1%
DLTR vs CDW
+903.1%
-742.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +2.5% | +3.2% | -0.7% | +1.5% |
| 30D | +2.1% | +9.3% | -7.2% | -0.9% |
| 3M | +20.3% | +9.8% | +10.5% | +16.0% |
| 6M | +11.5% | +23.3% | -11.8% | +2.0% |
| YTD | +6.8% | +13.7% | -6.8% | -0.3% |
| 1Y | +31.1% | -6.5% | +37.6% | +29.7% |
| 3Y | +10.7% | -25.2% | +35.9% | +15.4% |
| 5Y | +41.6% | -19.5% | +61.1% | +41.6% |
| 10Y | +58.1% | +285.8% | -227.7% | +2.0% |
| All | +161.1% | +903.1% | -742.0% | +59.1% |
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 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