+448.1%
SN vs CDW
-4.6%
+452.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -2.2% |
| 7D | +7.6% | +13.1% | -5.5% | +3.1% |
| 30D | +22.4% | +19.1% | +3.3% | +15.2% |
| 3M | +21.7% | +24.7% | -3.1% | +11.6% |
| 6M | +102.8% | +63.4% | +39.5% | +62.1% |
| YTD | +102.4% | +26.3% | +76.1% | +76.6% |
| 1Y | +139.0% | +20.6% | +118.4% | +114.4% |
| 3Y | +440.4% | -16.3% | +456.7% | +475.0% |
| All | +448.1% | -4.6% | +452.7% | +551.1% |
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