+262.0%
STT vs CDW
+263.0%
-1.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | +1.2% |
| 7D | +2.2% | -3.9% | +6.1% | +4.0% |
| 30D | +3.9% | +6.9% | -3.0% | +0.1% |
| 3M | +19.2% | +7.7% | +11.5% | +12.5% |
| 6M | +60.4% | +18.3% | +42.1% | +39.4% |
| YTD | +51.5% | +7.8% | +43.7% | +37.6% |
| 1Y | +76.3% | -12.2% | +88.5% | +77.8% |
| 3Y | +200.7% | -28.9% | +229.7% | +229.0% |
| 5Y | +157.5% | -22.8% | +180.2% | +162.4% |
| 10Y | +262.0% | +266.1% | -4.1% | +77.2% |
| All | +262.0% | +263.0% | -1.0% | +77.2% |
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