+13.3%
CDW vs SITM
+4,437.5%
-4,424.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.3% |
| 7D | -4.2% | +3.7% | -7.9% | -4.7% |
| 30D | +4.9% | -14.5% | +19.4% | +6.8% |
| 3M | +7.3% | -10.6% | +17.9% | +7.2% |
| 6M | +19.2% | +65.5% | -46.4% | +6.9% |
| YTD | +6.2% | +67.0% | -60.8% | -5.7% |
| 1Y | -14.0% | +138.6% | -152.6% | -28.7% |
| 3Y | -30.0% | +421.8% | -451.8% | -51.5% |
| 5Y | -23.6% | +172.4% | -196.0% | -46.2% |
| All | +13.3% | +4,437.5% | -4,424.2% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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