+515.5%
SIMO vs CDW
+283.9%
+231.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +9.1% |
| 7D | +4.2% | +3.2% | +1.1% | +2.9% |
| 30D | +4.1% | +9.3% | -5.2% | +0.1% |
| 3M | -12.9% | +9.8% | -22.7% | -17.1% |
| 6M | +110.3% | +23.3% | +87.0% | +85.0% |
| YTD | +178.6% | +13.7% | +164.9% | +151.6% |
| 1Y | +220.0% | -6.5% | +226.5% | +215.7% |
| 3Y | +409.0% | -25.2% | +434.3% | +449.4% |
| 5Y | +277.3% | -19.5% | +296.8% | +285.2% |
| All | +515.5% | +283.9% | +231.5% | +238.3% |
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