+351.4%
SMTC vs CDW
+325.6%
+25.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +4.8% | +8.0% | +9.7% |
| 7D | -4.8% | +9.3% | -14.2% | -11.2% |
| 30D | -37.8% | +15.8% | -53.6% | -44.5% |
| 3M | -16.5% | +21.8% | -38.3% | -29.6% |
| 6M | -4.4% | +58.8% | -63.2% | -36.9% |
| YTD | +58.0% | +22.8% | +35.3% | +19.7% |
| 1Y | +62.0% | +17.9% | +44.1% | +27.1% |
| 3Y | +745.7% | -17.4% | +763.1% | +777.3% |
| 5Y | +29.0% | -5.7% | +34.8% | +20.7% |
| 10Y | +351.4% | +319.5% | +31.9% | +88.1% |
| All | +351.4% | +325.6% | +25.7% | +88.1% |
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