+1,907.8%
STX vs CDW
+329.0%
+1,578.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -2.2% |
| 7D | -17.3% | +13.1% | -30.4% | -22.1% |
| 30D | -35.9% | +19.1% | -55.1% | -41.2% |
| 3M | -37.3% | +24.7% | -62.1% | -44.5% |
| 6M | -35.8% | +63.4% | -99.2% | -51.5% |
| YTD | +82.7% | +26.3% | +56.4% | +51.4% |
| 1Y | +71.6% | +20.6% | +51.0% | +46.2% |
| 3Y | +635.3% | -16.3% | +651.6% | +647.4% |
| 5Y | +483.8% | -3.9% | +487.7% | +442.9% |
| All | +1,907.8% | +329.0% | +1,578.8% | +999.1% |
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