+89.4%
STM vs CDW
+16.9%
+72.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.8% | +1.9% | +6.6% |
| 7D | -5.6% | +9.3% | -14.9% | -5.5% |
| 30D | -14.4% | +15.8% | -30.2% | -14.4% |
| 3M | -20.5% | +21.8% | -42.3% | -20.4% |
| 6M | -24.5% | +58.8% | -83.3% | -26.1% |
| YTD | +72.7% | +22.8% | +49.9% | +72.5% |
| All | +89.4% | +16.9% | +72.5% | +94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling