+1,883.6%
STX vs CDW
+303.2%
+1,580.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -28.5% | +2.1% | -30.6% | -29.5% |
| 30D | -42.9% | +14.7% | -57.7% | -46.8% |
| 3M | -45.9% | +11.1% | -57.0% | -49.5% |
| 6M | -41.3% | +45.6% | -86.9% | -53.3% |
| YTD | +67.9% | +17.1% | +50.8% | +43.9% |
| 1Y | +66.5% | +13.2% | +53.4% | +45.7% |
| 3Y | +588.0% | -22.2% | +610.2% | +621.8% |
| 5Y | +449.1% | -10.1% | +459.2% | +425.4% |
| All | +1,883.6% | +303.2% | +1,580.5% | +985.6% |
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