+197.6%
STT vs CDW
+329.6%
-132.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.9% |
| 7D | +1.1% | +13.1% | -12.0% | -4.7% |
| 30D | -1.9% | +19.1% | -21.0% | -10.1% |
| 3M | -7.6% | +24.7% | -32.3% | -18.0% |
| 6M | +16.0% | +63.4% | -47.4% | -12.5% |
| YTD | +36.2% | +26.3% | +9.9% | +13.7% |
| 1Y | +46.8% | +20.6% | +26.2% | +25.7% |
| 3Y | +177.8% | -16.3% | +194.1% | +179.0% |
| 5Y | +105.8% | -3.9% | +109.8% | +86.5% |
| 10Y | +197.6% | +331.5% | -133.9% | +40.1% |
| All | +197.6% | +329.6% | -132.0% | +40.1% |
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 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