+194.4%
STT vs CDW
+315.4%
-121.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +5.1% | +9.1% | -4.0% | +1.0% |
| 30D | -0.2% | +13.7% | -13.9% | -6.4% |
| 3M | -8.1% | +27.0% | -35.2% | -19.2% |
| 6M | +16.6% | +75.9% | -59.2% | -15.2% |
| YTD | +37.8% | +28.9% | +9.0% | +14.0% |
| 1Y | +46.8% | +19.6% | +27.2% | +26.5% |
| 3Y | +181.2% | -14.6% | +195.8% | +179.8% |
| 5Y | +105.1% | -3.2% | +108.3% | +85.4% |
| All | +194.4% | +315.4% | -121.0% | +39.8% |
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