+575.6%
SHW vs CDW
+1,039.4%
-463.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.6% |
| 7D | -2.1% | +2.6% | -4.7% | -3.0% |
| 30D | +11.1% | +20.4% | -9.3% | +4.3% |
| 3M | -2.2% | +28.5% | -30.6% | -10.6% |
| 6M | +14.3% | +70.6% | -56.3% | -6.9% |
| YTD | +10.6% | +29.1% | -18.5% | -2.8% |
| 1Y | +4.1% | +23.8% | -19.7% | -7.1% |
| 3Y | +42.9% | -14.5% | +57.3% | +42.5% |
| 5Y | +14.2% | -1.6% | +15.8% | +5.9% |
| 10Y | +346.7% | +322.0% | +24.7% | +145.2% |
| All | +575.6% | +1,039.4% | -463.7% | +223.6% |
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