+278.3%
SHW vs CDW
+263.0%
+15.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | -0.6% |
| 7D | -1.2% | -3.9% | +2.7% | +0.1% |
| 30D | -11.6% | +6.9% | -18.5% | -13.8% |
| 3M | +9.1% | +7.7% | +1.4% | +5.2% |
| 6M | -0.7% | +18.3% | -19.0% | -9.9% |
| YTD | +1.4% | +7.8% | -6.4% | -5.2% |
| 1Y | -12.3% | -12.2% | -0.1% | -11.6% |
| 3Y | +23.4% | -28.9% | +52.3% | +32.0% |
| 5Y | +15.0% | -22.8% | +37.8% | +16.2% |
| 10Y | +278.3% | +266.1% | +12.2% | +123.9% |
| All | +278.3% | +263.0% | +15.3% | +123.9% |
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