-4.5%
STM vs CDW
-1.8%
-2.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.4% |
| 7D | +1.4% | +2.6% | -1.1% | +0.5% |
| 30D | -8.4% | +20.4% | -28.8% | -17.2% |
| 3M | -15.8% | +28.5% | -44.3% | -27.5% |
| 6M | -22.8% | +70.6% | -93.4% | -46.3% |
| YTD | +79.4% | +29.1% | +50.3% | +42.7% |
| 1Y | +97.0% | +23.8% | +73.2% | +61.8% |
| 3Y | +14.2% | -14.5% | +28.7% | +19.6% |
| 5Y | -4.5% | -1.6% | -2.9% | -17.1% |
| All | -4.5% | -1.8% | -2.7% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling