+99.4%
STT vs CDW
-10.5%
+109.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -2.5% | +2.1% | -4.6% | -3.4% |
| 30D | -5.0% | +14.7% | -19.7% | -9.8% |
| 3M | -10.5% | +11.1% | -21.6% | -14.8% |
| 6M | +10.0% | +45.6% | -35.6% | -8.3% |
| YTD | +30.7% | +17.1% | +13.6% | +17.0% |
| 1Y | +43.8% | +13.2% | +30.6% | +31.0% |
| 3Y | +168.1% | -22.2% | +190.3% | +181.4% |
| All | +99.4% | -10.5% | +109.9% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling