-2.3%
SW vs CDW
-19.1%
+16.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -5.1% | +3.2% | -8.3% | -5.9% |
| 30D | -4.6% | +9.3% | -13.9% | -6.9% |
| 3M | +9.4% | +9.8% | -0.4% | +6.1% |
| 6M | +3.5% | +23.3% | -19.8% | -4.8% |
| YTD | +22.0% | +13.7% | +8.4% | +14.7% |
| 1Y | +2.2% | -6.5% | +8.7% | +2.2% |
| 3Y | +19.6% | -25.2% | +44.8% | +23.7% |
| All | -2.3% | -19.1% | +16.8% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling