-17.3%
SLB vs CDW
+329.6%
-346.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -2.2% |
| 7D | -4.3% | +13.1% | -17.4% | -10.0% |
| 30D | +1.9% | +19.1% | -17.2% | -6.9% |
| 3M | -5.7% | +24.7% | -30.4% | -16.6% |
| 6M | -5.3% | +63.4% | -68.7% | -28.4% |
| YTD | +32.2% | +26.3% | +5.8% | +10.7% |
| 1Y | +38.5% | +20.6% | +17.9% | +18.7% |
| 3Y | +1.1% | -16.3% | +17.4% | +1.6% |
| 5Y | +70.3% | -3.9% | +74.2% | +51.6% |
| 10Y | -17.3% | +331.5% | -348.8% | -49.4% |
| All | -17.3% | +329.6% | -346.9% | -49.4% |
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