+366.1%
SW vs CDW
+903.1%
-537.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -5.1% | +3.2% | -8.3% | -5.6% |
| 30D | -4.6% | +9.3% | -13.9% | -6.0% |
| 3M | +9.4% | +9.8% | -0.4% | +7.4% |
| 6M | +3.5% | +23.3% | -19.8% | -1.3% |
| YTD | +22.0% | +13.7% | +8.4% | +17.7% |
| 1Y | +2.2% | -6.5% | +8.7% | +1.7% |
| 3Y | +19.6% | -25.2% | +44.8% | +21.8% |
| 5Y | -2.3% | -19.5% | +17.2% | -2.5% |
| 10Y | +181.4% | +285.8% | -104.5% | +156.9% |
| All | +366.1% | +903.1% | -537.0% | +276.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling