+195.7%
SO vs CDW
+329.0%
-133.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.4% |
| 7D | -0.1% | +13.1% | -13.2% | -2.3% |
| 30D | +8.7% | +19.1% | -10.4% | +5.2% |
| 3M | +3.4% | +24.7% | -21.4% | -1.1% |
| 6M | +3.7% | +63.4% | -59.6% | -6.5% |
| YTD | +10.0% | +26.3% | -16.3% | +3.3% |
| 1Y | +6.6% | +20.6% | -14.0% | +0.9% |
| 3Y | +52.5% | -16.3% | +68.8% | +52.5% |
| 5Y | +76.1% | -3.9% | +80.0% | +66.0% |
| All | +195.7% | +329.0% | -133.3% | +132.4% |
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