+1.1%
CDW vs S
-48.9%
+50.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.0% | -3.2% | +3.6% |
| 7D | +9.3% | +1.6% | +7.8% | +9.1% |
| 30D | +15.8% | -10.5% | +26.3% | +17.6% |
| 3M | +21.8% | +9.9% | +11.9% | +19.3% |
| 6M | +58.8% | +41.8% | +17.0% | +48.9% |
| YTD | +22.8% | +56.8% | -34.0% | +12.8% |
| 1Y | +17.9% | +39.0% | -21.1% | +10.0% |
| 3Y | -17.4% | +53.8% | -71.3% | -25.5% |
| 5Y | -5.7% | -68.6% | +62.9% | -7.4% |
| All | +1.1% | -48.9% | +50.0% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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