+3,663.5%
SHOP vs CDW
+338.4%
+3,325.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +0.4% |
| 7D | -2.5% | +2.6% | -5.0% | -4.1% |
| 30D | -16.7% | +20.4% | -37.1% | -26.5% |
| 3M | -2.2% | +28.5% | -30.7% | -18.0% |
| 6M | +45.6% | +70.6% | -25.0% | -2.6% |
| YTD | -7.3% | +29.1% | -36.4% | -27.7% |
| 1Y | -6.1% | +23.8% | -29.9% | -24.5% |
| 3Y | +143.3% | -14.5% | +157.8% | +149.4% |
| 5Y | +0.2% | -1.6% | +1.7% | -5.6% |
| 10Y | +3,663.5% | +322.0% | +3,341.5% | +1,678.7% |
| All | +3,663.5% | +338.4% | +3,325.1% | +1,678.7% |
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