+4.2%
SHW vs CDW
+23.1%
-18.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | -2.1% | +2.6% | -4.7% | -2.4% |
| 30D | +11.1% | +20.4% | -9.3% | +9.5% |
| 3M | -2.2% | +28.5% | -30.6% | -3.7% |
| 6M | +14.3% | +70.6% | -56.3% | +11.4% |
| YTD | +10.6% | +29.1% | -18.5% | +7.5% |
| All | +4.2% | +23.1% | -18.9% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling