-78.5%
SNAP vs CDW
+225.0%
-303.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.1% |
| 7D | +6.0% | +9.3% | -3.3% | +1.5% |
| 30D | -13.8% | +14.4% | -28.1% | -19.1% |
| 3M | -0.8% | +21.4% | -22.2% | -10.1% |
| 6M | -6.2% | +72.8% | -79.0% | -29.6% |
| YTD | -34.8% | +28.0% | -62.8% | -44.8% |
| 1Y | -38.7% | +19.3% | -58.0% | -46.1% |
| 3Y | -53.5% | -15.3% | -38.1% | -53.4% |
| 5Y | -90.2% | -3.8% | -86.4% | -90.8% |
| All | -78.5% | +225.0% | -303.5% | -82.9% |
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