+319.5%
CDW vs SAN
+267.2%
+52.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.1% | -1.3% | +2.8% |
| 7D | +9.3% | +8.7% | +0.6% | +6.5% |
| 30D | +15.8% | -6.5% | +22.3% | +18.3% |
| 3M | +21.8% | -14.2% | +36.0% | +27.7% |
| 6M | +58.8% | +2.7% | +56.0% | +55.9% |
| YTD | +22.8% | +8.9% | +13.9% | +16.2% |
| 1Y | +17.9% | +23.4% | -5.5% | +6.7% |
| 3Y | -17.4% | +257.9% | -275.4% | -50.2% |
| 5Y | -5.7% | +297.8% | -303.5% | -47.4% |
| 10Y | +319.5% | +259.6% | +59.9% | +130.9% |
| All | +319.5% | +267.2% | +52.2% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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