+319.5%
CDW vs SPY
+315.0%
+4.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.5% | +2.2% |
| 7D | +9.3% | +0.1% | +9.2% | +9.6% |
| 30D | +15.8% | -3.3% | +19.1% | +20.7% |
| 3M | +21.8% | -2.4% | +24.2% | +25.9% |
| 6M | +58.8% | +2.6% | +56.2% | +54.9% |
| YTD | +22.8% | +11.2% | +11.5% | +8.5% |
| 1Y | +17.9% | +13.4% | +4.5% | +2.0% |
| 3Y | -17.4% | +79.9% | -97.3% | -57.9% |
| 5Y | -5.7% | +72.2% | -77.9% | -49.3% |
| 10Y | +319.5% | +307.3% | +12.2% | -4.5% |
| All | +319.5% | +315.0% | +4.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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