+379.5%
SE vs CDW
+167.2%
+212.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.8% | -1.9% | +0.5% |
| 7D | +3.3% | +9.3% | -6.0% | -1.4% |
| 30D | -18.2% | +15.8% | -33.9% | -24.5% |
| 3M | -31.3% | +21.8% | -53.1% | -39.1% |
| 6M | -10.1% | +58.8% | -68.9% | -32.9% |
| YTD | -38.9% | +22.8% | -61.7% | -49.6% |
| 1Y | -48.0% | +17.9% | -65.9% | -56.1% |
| 3Y | +78.8% | -17.4% | +96.2% | +79.0% |
| 5Y | -77.1% | -5.7% | -71.4% | -78.9% |
| All | +379.5% | +167.2% | +212.2% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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