+186.8%
SO vs CDW
+325.6%
-138.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.8% | -3.5% | +0.5% |
| 7D | -1.1% | +9.3% | -10.4% | -2.7% |
| 30D | +8.6% | +15.8% | -7.2% | +5.6% |
| 3M | +1.8% | +21.8% | -20.0% | -2.2% |
| 6M | +3.6% | +58.8% | -55.2% | -6.1% |
| YTD | +9.9% | +22.8% | -12.8% | +3.7% |
| 1Y | +5.7% | +17.9% | -12.2% | +0.5% |
| 3Y | +52.5% | -17.4% | +69.9% | +52.6% |
| 5Y | +77.3% | -5.7% | +83.1% | +67.6% |
| 10Y | +186.8% | +319.5% | -132.7% | +120.2% |
| All | +186.8% | +325.6% | -138.8% | +120.2% |
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