-12.2%
CDW vs SM
+46.7%
-58.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.6% | -8.8% | -5.8% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | +6.9% | +31.5% | -24.6% | +1.3% |
| 3M | +7.7% | +17.3% | -9.7% | +4.1% |
| 6M | +18.3% | +48.5% | -30.2% | +8.7% |
| YTD | +7.8% | +106.3% | -98.5% | -7.6% |
| 1Y | -12.2% | +47.3% | -59.5% | -18.1% |
| All | -12.2% | +46.7% | -58.9% | -18.1% |
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