+3,003.4%
SHOP vs CDW
+263.0%
+2,740.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.2% | -2.4% | -4.2% |
| 7D | -4.1% | -3.9% | -0.2% | -1.5% |
| 30D | -11.5% | +6.9% | -18.4% | -15.4% |
| 3M | +21.1% | +7.7% | +13.4% | +12.3% |
| 6M | +3.0% | +18.3% | -15.3% | -13.7% |
| YTD | -16.7% | +7.8% | -24.5% | -26.0% |
| 1Y | -8.3% | -12.2% | +3.9% | -6.2% |
| 3Y | +112.8% | -28.9% | +141.8% | +149.8% |
| 5Y | -9.3% | -22.8% | +13.5% | +0.6% |
| 10Y | +3,003.4% | +266.1% | +2,737.4% | +1,517.5% |
| All | +3,003.4% | +263.0% | +2,740.5% | +1,517.5% |
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