+311.1%
SPOT vs CDW
+176.7%
+134.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | +1.6% | +9.3% | -7.7% | -1.7% |
| 30D | +16.9% | +14.4% | +2.6% | +10.9% |
| 3M | +23.0% | +21.4% | +1.5% | +13.3% |
| 6M | +42.2% | +72.8% | -30.6% | +12.1% |
| YTD | +5.5% | +28.0% | -22.5% | -8.7% |
| 1Y | -5.1% | +19.3% | -24.4% | -15.3% |
| 3Y | +257.9% | -15.3% | +273.2% | +255.0% |
| 5Y | +118.4% | -3.8% | +122.2% | +100.2% |
| All | +311.1% | +176.7% | +134.4% | +117.5% |
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