+103.1%
STT vs CDW
-4.0%
+107.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | +4.8% | +9.3% | -4.6% | +1.6% |
| 30D | +3.9% | +14.4% | -10.4% | -1.2% |
| 3M | -8.2% | +21.4% | -29.6% | -15.1% |
| 6M | +15.6% | +72.8% | -57.2% | -9.7% |
| YTD | +37.6% | +28.0% | +9.6% | +19.5% |
| 1Y | +50.1% | +19.3% | +30.8% | +35.1% |
| 3Y | +183.1% | -15.3% | +198.4% | +188.9% |
| All | +103.1% | -4.0% | +107.1% | +77.0% |
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