+573.2%
SPMO vs CDW
+306.0%
+267.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | +2.0% | +3.2% | -1.2% | +0.9% |
| 30D | -0.4% | +9.3% | -9.7% | -3.6% |
| 3M | -1.9% | +9.8% | -11.7% | -6.0% |
| 6M | +25.0% | +23.3% | +1.7% | +12.1% |
| YTD | +26.0% | +13.7% | +12.4% | +15.9% |
| 1Y | +28.7% | -6.5% | +35.2% | +27.2% |
| 3Y | +160.9% | -25.2% | +186.2% | +175.3% |
| 5Y | +147.9% | -19.5% | +167.4% | +148.1% |
| 10Y | +518.9% | +285.8% | +233.1% | +305.0% |
| All | +573.2% | +306.0% | +267.3% | +333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling