+863.2%
CDW vs SAN
+302.6%
+560.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +3.2% | +1.8% | +1.4% | +2.6% |
| 30D | +9.3% | +2.0% | +7.3% | +8.5% |
| 3M | +9.8% | +19.7% | -9.9% | +3.2% |
| 6M | +23.3% | +30.6% | -7.3% | +11.6% |
| YTD | +13.7% | +28.8% | -15.2% | +2.7% |
| 1Y | -6.5% | +57.8% | -64.2% | -21.1% |
| 3Y | -25.2% | +338.1% | -363.4% | -56.0% |
| 5Y | -19.5% | +384.2% | -403.7% | -55.8% |
| 10Y | +285.8% | +353.1% | -67.3% | +97.8% |
| All | +863.2% | +302.6% | +560.6% | +384.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling