+340.7%
SMTC vs CDW
+312.7%
+28.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.6% |
| 7D | +11.0% | +9.3% | +1.7% | +5.2% |
| 30D | -28.5% | +14.4% | -42.9% | -35.5% |
| 3M | -14.2% | +21.4% | -35.6% | -27.2% |
| 6M | -18.0% | +72.8% | -90.8% | -49.0% |
| YTD | +55.5% | +28.0% | +27.5% | +14.5% |
| 1Y | +69.5% | +19.3% | +50.2% | +32.6% |
| 3Y | +699.7% | -15.3% | +715.0% | +718.4% |
| 5Y | +27.4% | -3.8% | +31.2% | +17.9% |
| All | +340.7% | +312.7% | +28.1% | +64.4% |
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