-2.1%
SLB vs CDW
+942.7%
-944.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.1% | +2.4% | -1.1% |
| 7D | -7.7% | -4.1% | -3.6% | -6.7% |
| 30D | -0.7% | +16.7% | -17.5% | -8.0% |
| 3M | 0.0% | +13.6% | -13.6% | -7.1% |
| 6M | -10.4% | +17.0% | -27.5% | -20.6% |
| YTD | +31.5% | +18.1% | +13.3% | +14.9% |
| 1Y | +39.1% | +10.5% | +28.7% | +25.5% |
| 3Y | -5.7% | -20.9% | +15.2% | -3.1% |
| 5Y | +65.4% | -9.3% | +74.8% | +53.5% |
| 10Y | -15.6% | +310.6% | -326.1% | -53.4% |
| All | -2.1% | +942.7% | -944.8% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling