+455.3%
SN vs CDW
-7.3%
+462.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.8% | -1.9% | +1.4% |
| 7D | +7.6% | +9.3% | -1.7% | +4.3% |
| 30D | +24.1% | +15.8% | +8.3% | +17.9% |
| 3M | +23.7% | +21.8% | +1.9% | +14.4% |
| 6M | +105.5% | +58.8% | +46.8% | +65.8% |
| YTD | +105.1% | +22.8% | +82.3% | +80.7% |
| 1Y | +148.3% | +17.9% | +130.4% | +124.1% |
| 3Y | +438.7% | -17.4% | +456.1% | +482.3% |
| All | +455.3% | -7.3% | +462.6% | +566.0% |
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