+168.1%
STT vs CDW
-21.8%
+189.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -2.5% | +2.1% | -4.6% | -3.0% |
| 30D | -5.0% | +14.7% | -19.7% | -7.9% |
| 3M | -10.5% | +11.1% | -21.6% | -13.0% |
| 6M | +10.0% | +45.6% | -35.6% | -2.0% |
| YTD | +30.7% | +17.1% | +13.6% | +22.5% |
| 1Y | +43.8% | +13.2% | +30.6% | +36.5% |
| 3Y | +168.1% | -22.2% | +190.3% | +166.1% |
| All | +168.1% | -21.8% | +189.8% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling