+1,475.7%
SMH vs CDW
+312.7%
+1,163.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | +4.9% | +9.3% | -4.4% | +0.2% |
| 30D | -13.8% | +14.4% | -28.2% | -20.1% |
| 3M | -17.4% | +21.4% | -38.8% | -26.8% |
| 6M | -15.0% | +72.8% | -87.8% | -40.2% |
| YTD | +35.2% | +28.0% | +7.1% | +7.9% |
| 1Y | +41.6% | +19.3% | +22.3% | +18.3% |
| 3Y | +215.6% | -15.3% | +230.9% | +220.8% |
| 5Y | +233.2% | -3.8% | +237.0% | +209.4% |
| All | +1,475.7% | +312.7% | +1,163.0% | +676.4% |
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