-14.2%
SLB vs CDW
+338.4%
-352.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.1% |
| 7D | -1.2% | +2.6% | -3.7% | -2.4% |
| 30D | +4.5% | +20.4% | -15.9% | -5.0% |
| 3M | -4.6% | +28.5% | -33.0% | -16.8% |
| 6M | -6.3% | +70.6% | -76.9% | -30.6% |
| YTD | +35.0% | +29.1% | +5.9% | +11.9% |
| 1Y | +38.8% | +23.8% | +15.0% | +17.5% |
| 3Y | +3.3% | -14.5% | +17.8% | +2.8% |
| 5Y | +73.6% | -1.6% | +75.2% | +52.7% |
| 10Y | -14.2% | +322.0% | -336.2% | -49.8% |
| All | -14.2% | +338.4% | -352.6% | -49.8% |
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