+597.0%
SE vs CDW
+134.5%
+462.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +3.8% |
| 7D | +0.6% | -3.9% | +4.5% | +2.5% |
| 30D | -0.1% | +6.9% | -7.0% | -4.1% |
| 3M | +34.1% | +7.7% | +26.4% | +26.1% |
| 6M | +23.2% | +18.3% | +4.9% | +5.3% |
| YTD | -11.2% | +7.8% | -18.9% | -20.6% |
| 1Y | -40.5% | -12.2% | -28.4% | -40.2% |
| 3Y | +196.3% | -28.9% | +225.2% | +225.2% |
| 5Y | -67.0% | -22.8% | -44.3% | -65.8% |
| All | +597.0% | +134.5% | +462.4% | +301.7% |
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