+388.8%
SIMO vs CDW
+312.7%
+76.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.4% |
| 7D | +4.1% | +9.3% | -5.2% | +0.8% |
| 30D | -24.0% | +14.4% | -38.3% | -28.1% |
| 3M | -31.8% | +21.4% | -53.2% | -37.6% |
| 6M | -36.9% | +72.8% | -109.7% | -51.2% |
| YTD | +84.8% | +28.0% | +56.8% | +58.0% |
| 1Y | +99.0% | +19.3% | +79.6% | +76.0% |
| 3Y | +217.9% | -15.3% | +233.2% | +224.2% |
| 5Y | +171.5% | -3.8% | +175.3% | +156.2% |
| All | +388.8% | +312.7% | +76.1% | +186.1% |
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