+553.5%
SHW vs CDW
+933.5%
-380.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | +3.5% | +2.1% | +1.4% | +2.7% |
| 30D | +9.2% | +14.7% | -5.5% | +4.2% |
| 3M | -5.1% | +11.1% | -16.2% | -9.1% |
| 6M | +6.8% | +45.6% | -38.7% | -8.2% |
| YTD | +7.0% | +17.1% | -10.1% | -2.9% |
| 1Y | +4.1% | +13.2% | -9.1% | -4.4% |
| 3Y | +41.1% | -22.2% | +63.3% | +45.1% |
| 5Y | +12.9% | -10.1% | +23.0% | +7.8% |
| 10Y | +366.3% | +307.0% | +59.4% | +159.4% |
| All | +553.5% | +933.5% | -380.0% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling