+514.3%
SPMO vs CDW
+271.4%
+242.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +0.1% | -7.4% | +7.4% | +2.7% |
| 30D | -0.7% | +5.8% | -6.5% | -3.0% |
| 3M | +2.8% | +10.8% | -8.0% | -2.3% |
| 6M | +24.4% | +21.5% | +3.0% | +11.2% |
| YTD | +24.2% | +6.4% | +17.8% | +16.3% |
| 1Y | +24.5% | -14.8% | +39.3% | +27.3% |
| 3Y | +155.6% | -29.9% | +185.4% | +176.0% |
| 5Y | +148.2% | -22.9% | +171.0% | +151.0% |
| All | +514.3% | +271.4% | +242.9% | +296.2% |
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