+154.5%
SO vs CDW
+285.0%
-130.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -0.2% | +3.2% | -3.3% | -0.7% |
| 30D | -4.6% | +9.3% | -13.9% | -6.2% |
| 3M | -3.0% | +9.8% | -12.8% | -5.2% |
| 6M | -8.3% | +23.3% | -31.6% | -13.1% |
| YTD | +3.5% | +13.7% | -10.1% | -0.7% |
| 1Y | -0.9% | -6.5% | +5.6% | -1.3% |
| 3Y | +45.4% | -25.2% | +70.6% | +48.9% |
| 5Y | +59.6% | -19.5% | +79.1% | +57.0% |
| All | +154.5% | +285.0% | -130.5% | +86.2% |
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