+311.5%
SPY vs CDW
+263.0%
+48.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.6% | +1.3% |
| 7D | +0.5% | -3.9% | +4.4% | +1.9% |
| 30D | -0.9% | +6.9% | -7.8% | -3.7% |
| 3M | +3.9% | +7.7% | -3.8% | -0.2% |
| 6M | +14.5% | +18.3% | -3.8% | +3.3% |
| YTD | +12.9% | +7.8% | +5.2% | +5.3% |
| 1Y | +19.4% | -12.2% | +31.5% | +20.6% |
| 3Y | +78.5% | -28.9% | +107.4% | +91.8% |
| 5Y | +81.8% | -22.8% | +104.5% | +83.9% |
| 10Y | +311.5% | +266.1% | +45.5% | +141.9% |
| All | +311.5% | +263.0% | +48.5% | +141.9% |
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