+174.3%
DLTR vs CDW
+1,030.0%
-855.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +5.3% | +9.3% | -4.0% | +2.7% |
| 30D | +13.4% | +14.4% | -1.0% | +9.2% |
| 3M | +6.6% | +21.4% | -14.8% | +0.3% |
| 6M | +59.1% | +72.8% | -13.7% | +33.5% |
| YTD | +12.3% | +28.0% | -15.8% | +1.0% |
| 1Y | +33.9% | +19.3% | +14.5% | +23.2% |
| 3Y | +23.0% | -15.3% | +38.3% | +23.5% |
| 5Y | +22.1% | -3.8% | +25.9% | +15.8% |
| 10Y | +77.5% | +318.5% | -241.1% | +11.3% |
| All | +174.3% | +1,030.0% | -855.6% | +61.2% |
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