+460.5%
SPMO vs CDW
+312.7%
+147.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +6.3% | +9.3% | -3.0% | +3.2% |
| 30D | -8.9% | +14.4% | -23.2% | -13.2% |
| 3M | -13.2% | +21.4% | -34.6% | -19.7% |
| 6M | -9.3% | +72.8% | -82.1% | -27.7% |
| YTD | +11.6% | +28.0% | -16.5% | -2.8% |
| 1Y | +13.4% | +19.3% | -6.0% | +1.8% |
| 3Y | +122.9% | -15.3% | +138.2% | +124.1% |
| 5Y | +113.9% | -3.8% | +117.7% | +98.6% |
| All | +460.5% | +312.7% | +147.9% | +233.9% |
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