-18.9%
CDW vs SAN
+381.6%
-400.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +3.2% | +1.8% | +1.4% | +2.7% |
| 30D | +9.3% | +2.0% | +7.3% | +8.7% |
| 3M | +9.8% | +19.7% | -9.9% | +4.2% |
| 6M | +23.3% | +30.6% | -7.3% | +13.1% |
| YTD | +13.7% | +28.8% | -15.2% | +4.0% |
| 1Y | -6.5% | +57.8% | -64.2% | -19.8% |
| 3Y | -25.2% | +338.1% | -363.4% | -54.1% |
| All | -18.9% | +381.6% | -400.5% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling