+444.1%
STM vs CDW
+329.6%
+114.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -1.3% |
| 7D | -7.9% | +13.1% | -21.0% | -15.1% |
| 30D | -14.1% | +19.1% | -33.3% | -23.7% |
| 3M | -17.6% | +24.7% | -42.3% | -30.1% |
| 6M | -24.2% | +63.4% | -87.6% | -48.5% |
| YTD | +73.3% | +26.3% | +47.0% | +33.8% |
| 1Y | +90.1% | +20.6% | +69.5% | +51.9% |
| 3Y | +10.3% | -16.3% | +26.7% | +12.5% |
| 5Y | -5.7% | -3.9% | -1.8% | -14.1% |
| 10Y | +444.1% | +331.5% | +112.6% | +153.8% |
| All | +444.1% | +329.6% | +114.5% | +153.8% |
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