+150.2%
SPMO vs CDW
-22.8%
+173.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +1.9% |
| 7D | +3.4% | -3.9% | +7.3% | +4.4% |
| 30D | +0.5% | +6.9% | -6.4% | -1.6% |
| 3M | +1.9% | +7.7% | -5.8% | -1.2% |
| 6M | +27.8% | +18.3% | +9.5% | +17.6% |
| YTD | +26.7% | +7.8% | +18.9% | +20.1% |
| 1Y | +28.9% | -12.2% | +41.1% | +32.1% |
| 3Y | +160.7% | -28.9% | +189.6% | +180.5% |
| 5Y | +150.2% | -22.8% | +173.0% | +151.4% |
| All | +150.2% | -22.8% | +173.0% | +151.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling