+283.8%
CDW vs SWK
+2.4%
+281.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | +3.2% | -0.4% | +3.6% | +3.3% |
| 30D | +9.3% | -5.7% | +15.0% | +11.7% |
| 3M | +9.8% | +24.1% | -14.3% | -0.3% |
| 6M | +23.3% | +24.7% | -1.4% | +10.2% |
| YTD | +13.7% | +33.9% | -20.3% | -1.6% |
| 1Y | -6.5% | +34.7% | -41.2% | -19.7% |
| 3Y | -25.2% | +15.3% | -40.5% | -34.5% |
| 5Y | -19.5% | -39.3% | +19.8% | -9.1% |
| All | +283.8% | +2.4% | +281.4% | +227.0% |
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