+293.0%
CDW vs SWK
+29.6%
+263.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +2.1% | +11.0% | -8.9% | -2.0% |
| 30D | +14.7% | +30.1% | -15.3% | +3.3% |
| 3M | +11.1% | +14.7% | -3.5% | +5.1% |
| 6M | +45.6% | +44.5% | +1.1% | +24.2% |
| YTD | +17.1% | +59.4% | -42.3% | -5.4% |
| 1Y | +13.2% | +77.5% | -64.4% | -12.8% |
| 3Y | -22.2% | +49.5% | -71.7% | -38.5% |
| 5Y | -10.1% | -24.9% | +14.8% | -6.9% |
| All | +293.0% | +29.6% | +263.5% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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