+266.1%
CDW vs SM
+12.3%
+253.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.6% | -8.8% | -5.6% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | +6.9% | +31.5% | -24.6% | +3.1% |
| 3M | +7.7% | +17.3% | -9.7% | +4.9% |
| 6M | +18.3% | +48.5% | -30.2% | +11.8% |
| YTD | +7.8% | +106.3% | -98.5% | -2.4% |
| 1Y | -12.2% | +47.3% | -59.5% | -17.4% |
| 3Y | -28.9% | -1.4% | -27.5% | -31.2% |
| 5Y | -22.8% | +114.0% | -136.8% | -33.4% |
| 10Y | +266.1% | +12.5% | +253.6% | +141.1% |
| All | +266.1% | +12.3% | +253.7% | +141.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling