+422.5%
STM vs CDW
+325.6%
+96.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.8% | +1.9% | +3.9% |
| 7D | -5.6% | +9.3% | -14.9% | -11.1% |
| 30D | -14.4% | +15.8% | -30.2% | -22.7% |
| 3M | -20.5% | +21.8% | -42.3% | -31.5% |
| 6M | -24.5% | +58.8% | -83.3% | -47.8% |
| YTD | +72.7% | +22.8% | +49.9% | +35.7% |
| 1Y | +91.0% | +17.9% | +73.1% | +54.6% |
| 3Y | +13.5% | -17.4% | +30.9% | +16.4% |
| 5Y | -9.2% | -5.7% | -3.5% | -16.4% |
| 10Y | +422.5% | +319.5% | +103.0% | +159.0% |
| All | +422.5% | +325.6% | +96.9% | +159.0% |
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