+3,426.5%
STX vs CDW
+285.0%
+3,141.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.8% |
| 7D | +2.4% | +3.2% | -0.8% | +0.7% |
| 30D | +1.4% | +9.3% | -7.9% | -3.2% |
| 3M | -8.2% | +9.8% | -18.0% | -13.9% |
| 6M | +127.0% | +23.3% | +103.7% | +94.6% |
| YTD | +209.1% | +13.7% | +195.5% | +172.3% |
| 1Y | +365.4% | -6.5% | +371.9% | +356.6% |
| 3Y | +1,135.4% | -25.2% | +1,160.6% | +1,240.7% |
| 5Y | +991.5% | -19.5% | +1,011.0% | +1,020.3% |
| All | +3,426.5% | +285.0% | +3,141.5% | +1,570.7% |
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