+392.6%
STM vs CDW
+303.2%
+89.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.9% |
| 7D | -10.7% | +2.1% | -12.8% | -12.6% |
| 30D | -25.7% | +14.7% | -40.5% | -32.7% |
| 3M | -21.6% | +11.1% | -32.7% | -28.8% |
| 6M | -27.8% | +45.6% | -73.4% | -47.5% |
| YTD | +61.8% | +17.1% | +44.7% | +30.6% |
| 1Y | +78.1% | +13.2% | +64.9% | +47.4% |
| 3Y | +4.9% | -22.2% | +27.1% | +11.5% |
| 5Y | -14.3% | -10.1% | -4.1% | -18.9% |
| All | +392.6% | +303.2% | +89.4% | +147.7% |
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 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