+863.2%
CDW vs SM
-31.0%
+894.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.7% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +9.3% | +26.3% | -17.0% | +6.3% |
| 3M | +9.8% | +8.7% | +1.1% | +8.2% |
| 6M | +23.3% | +51.7% | -28.3% | +16.9% |
| YTD | +13.7% | +99.0% | -85.4% | +4.3% |
| 1Y | -6.5% | +34.6% | -41.1% | -10.6% |
| 3Y | -25.2% | -7.8% | -17.5% | -26.8% |
| 5Y | -19.5% | +104.8% | -124.3% | -29.1% |
| 10Y | +285.8% | +7.2% | +278.6% | +175.1% |
| All | +863.2% | -31.0% | +894.3% | +537.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling