+1,523.4%
SMH vs CDW
+338.4%
+1,185.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +3.7% |
| 7D | +0.5% | +2.6% | -2.0% | -0.5% |
| 30D | -14.2% | +20.4% | -34.6% | -22.7% |
| 3M | -11.5% | +28.5% | -40.0% | -23.9% |
| 6M | -12.0% | +70.6% | -82.6% | -37.6% |
| YTD | +40.8% | +29.1% | +11.7% | +12.0% |
| 1Y | +44.9% | +23.8% | +21.1% | +18.4% |
| 3Y | +226.7% | -14.5% | +241.2% | +230.3% |
| 5Y | +250.6% | -1.6% | +252.2% | +221.5% |
| 10Y | +1,523.4% | +322.0% | +1,201.4% | +727.4% |
| All | +1,523.4% | +338.4% | +1,185.0% | +727.4% |
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