-6.5%
CDW vs SM
+36.8%
-43.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.5% |
| 7D | +3.2% | -0.5% | +3.7% | +3.2% |
| 30D | +9.3% | +25.6% | -16.3% | +4.5% |
| 3M | +9.8% | +8.0% | +1.8% | +8.1% |
| 6M | +23.3% | +50.8% | -27.4% | +13.5% |
| YTD | +13.7% | +97.9% | -84.2% | -1.0% |
| 1Y | -6.5% | +33.8% | -40.3% | -12.1% |
| All | -6.5% | +36.8% | -43.2% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling