+892.4%
CDW vs SAN
+220.5%
+671.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.2% |
| 7D | +2.1% | +4.9% | -2.8% | +0.7% |
| 30D | +14.7% | -13.0% | +27.7% | +19.8% |
| 3M | +11.1% | -18.9% | +30.0% | +18.3% |
| 6M | +45.6% | -4.1% | +49.7% | +46.2% |
| YTD | +17.1% | +2.6% | +14.5% | +13.4% |
| 1Y | +13.2% | +16.9% | -3.8% | +4.9% |
| 3Y | -22.2% | +239.1% | -261.2% | -50.4% |
| 5Y | -10.1% | +266.8% | -277.0% | -46.1% |
| 10Y | +307.0% | +246.0% | +60.9% | +126.3% |
| All | +892.4% | +220.5% | +671.9% | +434.7% |
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 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