+154.5%
STT vs CDW
-19.1%
+173.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +0.5% | +3.2% | -2.7% | -0.7% |
| 30D | +3.9% | +9.3% | -5.4% | +0.1% |
| 3M | +20.0% | +9.8% | +10.2% | +14.0% |
| 6M | +55.3% | +23.3% | +32.0% | +36.4% |
| YTD | +53.3% | +13.7% | +39.7% | +39.6% |
| 1Y | +74.7% | -6.5% | +81.2% | +74.6% |
| 3Y | +205.8% | -25.2% | +231.1% | +228.7% |
| All | +154.5% | -19.1% | +173.6% | +157.5% |
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