+185.4%
SW vs CDW
+306.8%
-121.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | -0.4% |
| 7D | +4.7% | -4.1% | +8.8% | +5.2% |
| 30D | +5.0% | +16.7% | -11.7% | +1.9% |
| 3M | -7.3% | +13.6% | -20.9% | -9.9% |
| 6M | +15.0% | +17.0% | -2.0% | +9.8% |
| YTD | +18.5% | +18.1% | +0.4% | +12.5% |
| 1Y | +27.1% | +10.5% | +16.7% | +22.3% |
| 3Y | +49.3% | -20.9% | +70.2% | +50.7% |
| 5Y | -1.6% | -9.3% | +7.7% | -3.6% |
| All | +185.4% | +306.8% | -121.4% | +153.8% |
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