+49.3%
SW vs CDW
-21.1%
+70.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | -0.2% |
| 7D | +4.7% | -4.1% | +8.8% | +5.4% |
| 30D | +5.0% | +16.7% | -11.7% | +1.2% |
| 3M | -7.3% | +13.6% | -20.9% | -10.5% |
| 6M | +15.0% | +17.0% | -2.0% | +8.5% |
| YTD | +18.5% | +18.1% | +0.4% | +10.2% |
| 1Y | +27.1% | +10.5% | +16.7% | +21.2% |
| All | +49.3% | -21.1% | +70.3% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling