+522.8%
SMTC vs CDW
+267.9%
+255.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.2% | +15.1% | +13.4% |
| 7D | +22.9% | -3.9% | +26.8% | +25.5% |
| 30D | +16.6% | +6.9% | +9.7% | +9.8% |
| 3M | +2.4% | +7.7% | -5.3% | -6.7% |
| 6M | +98.3% | +18.3% | +79.9% | +58.6% |
| YTD | +120.7% | +7.8% | +112.9% | +86.6% |
| 1Y | +168.3% | -12.2% | +180.4% | +166.4% |
| 3Y | +571.7% | -28.9% | +600.7% | +695.6% |
| 5Y | +114.0% | -22.8% | +136.8% | +134.6% |
| All | +522.8% | +267.9% | +255.0% | +155.1% |
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