-3.5%
CDW vs S
-52.7%
+49.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | +2.1% | -13.4% | +15.5% | +4.5% |
| 30D | +14.7% | -14.0% | +28.7% | +17.3% |
| 3M | +11.1% | +4.9% | +6.2% | +9.6% |
| 6M | +45.6% | +42.0% | +3.6% | +36.5% |
| YTD | +17.1% | +45.1% | -28.0% | +8.9% |
| 1Y | +13.2% | +33.1% | -19.9% | +6.3% |
| 3Y | -22.2% | +40.6% | -62.8% | -28.8% |
| 5Y | -10.1% | -67.5% | +57.3% | -10.9% |
| All | -3.5% | -52.7% | +49.1% | -3.8% |
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