+384.8%
SIMO vs CDW
+303.2%
+81.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.5% |
| 7D | -22.0% | +2.1% | -24.1% | -22.9% |
| 30D | -43.0% | +14.7% | -57.8% | -46.4% |
| 3M | -39.1% | +11.1% | -50.3% | -42.5% |
| 6M | -33.3% | +45.6% | -78.9% | -44.9% |
| YTD | +77.0% | +17.1% | +59.9% | +56.3% |
| 1Y | +73.0% | +13.2% | +59.8% | +55.2% |
| 3Y | +215.7% | -22.2% | +237.9% | +231.7% |
| 5Y | +155.6% | -10.1% | +165.8% | +146.7% |
| All | +384.8% | +303.2% | +81.6% | +185.1% |
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