+496.9%
SPYM vs CDW
+903.1%
-406.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +0.1% | +3.2% | -3.1% | -1.0% |
| 30D | +0.1% | +9.3% | -9.2% | -3.3% |
| 3M | +2.0% | +9.8% | -7.8% | -2.4% |
| 6M | +13.1% | +23.3% | -10.3% | +1.3% |
| YTD | +13.6% | +13.7% | 0.0% | +4.5% |
| 1Y | +20.1% | -6.5% | +26.5% | +18.5% |
| 3Y | +77.6% | -25.2% | +102.8% | +86.7% |
| 5Y | +82.5% | -19.5% | +102.0% | +82.6% |
| 10Y | +317.6% | +285.8% | +31.8% | +147.0% |
| All | +496.9% | +903.1% | -406.2% | +207.5% |
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 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