+892.4%
CDW vs SM
-43.4%
+935.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +2.1% | -25.9% | +28.0% | +5.2% |
| 30D | +14.7% | -15.1% | +29.9% | +16.3% |
| 3M | +11.1% | +4.9% | +6.3% | +9.7% |
| 6M | +45.6% | +6.1% | +39.4% | +42.9% |
| YTD | +17.1% | +63.4% | -46.3% | +9.3% |
| 1Y | +13.2% | +72.5% | -59.3% | +4.8% |
| 3Y | -22.2% | -16.9% | -5.3% | -23.2% |
| 5Y | -10.1% | -10.6% | +0.5% | -14.2% |
| 10Y | +307.0% | +11.3% | +295.7% | +190.9% |
| All | +892.4% | -43.4% | +935.8% | +567.8% |
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