+201.0%
STT vs CDW
+325.6%
-124.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.8% | -1.6% | +1.0% |
| 7D | +0.9% | +9.3% | -8.4% | -3.4% |
| 30D | -2.3% | +15.8% | -18.1% | -9.3% |
| 3M | -7.0% | +21.8% | -28.8% | -16.5% |
| 6M | +15.5% | +58.8% | -43.3% | -11.7% |
| YTD | +35.6% | +22.8% | +12.8% | +14.7% |
| 1Y | +47.9% | +17.9% | +30.0% | +27.8% |
| 3Y | +181.1% | -17.4% | +198.5% | +183.4% |
| 5Y | +108.2% | -5.7% | +113.9% | +90.1% |
| 10Y | +201.0% | +319.5% | -118.5% | +45.3% |
| All | +201.0% | +325.6% | -124.6% | +45.3% |
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