+322.0%
CDW vs SFM
+140.8%
+181.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.8% |
| 7D | +2.6% | -7.1% | +9.6% | +3.4% |
| 30D | +20.4% | -21.4% | +41.8% | +23.1% |
| 3M | +28.5% | -40.1% | +68.6% | +35.3% |
| 6M | +70.6% | -38.0% | +108.6% | +78.2% |
| YTD | +29.1% | -36.5% | +65.6% | +33.9% |
| 1Y | +23.8% | -35.2% | +59.0% | +28.0% |
| 3Y | -14.5% | +23.5% | -37.9% | -20.7% |
| 5Y | -1.6% | +109.7% | -111.3% | -16.0% |
| 10Y | +322.0% | +132.6% | +189.4% | +258.9% |
| All | +322.0% | +140.8% | +181.2% | +258.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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