+407.5%
SIMO vs CDW
+329.6%
+77.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.8% |
| 7D | -16.0% | +13.1% | -29.1% | -20.1% |
| 30D | -35.8% | +19.1% | -54.9% | -40.2% |
| 3M | -26.5% | +24.7% | -51.2% | -33.5% |
| 6M | -33.0% | +63.4% | -96.4% | -47.0% |
| YTD | +84.3% | +26.3% | +58.0% | +58.3% |
| 1Y | +82.0% | +20.6% | +61.4% | +59.7% |
| 3Y | +218.5% | -16.3% | +234.8% | +225.9% |
| 5Y | +175.0% | -3.9% | +179.0% | +159.2% |
| 10Y | +407.5% | +331.5% | +76.0% | +184.6% |
| All | +407.5% | +329.6% | +77.9% | +184.6% |
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 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