-3.9%
CDW vs SITM
+97.5%
-101.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.6% | +3.3% |
| 7D | +13.1% | -0.1% | +13.2% | +12.6% |
| 30D | +19.1% | -27.4% | +46.5% | +23.7% |
| 3M | +24.7% | -35.6% | +60.3% | +30.9% |
| 6M | +63.4% | -46.6% | +110.0% | +73.3% |
| YTD | +26.3% | +25.8% | +0.5% | +13.4% |
| 1Y | +20.6% | +38.2% | -17.7% | +6.0% |
| 3Y | -16.3% | +311.5% | -327.8% | -44.9% |
| 5Y | -3.9% | +94.6% | -98.6% | -34.3% |
| All | -3.9% | +97.5% | -101.5% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling