+359.6%
SW vs CDW
+1,010.9%
-651.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.7% | -8.6% | +2.1% |
| 7D | +12.1% | +3.7% | +8.3% | +11.3% |
| 30D | +6.6% | +26.0% | -19.5% | +2.7% |
| 3M | -6.0% | +10.1% | -16.1% | -7.8% |
| 6M | +21.5% | +26.1% | -4.6% | +15.5% |
| YTD | +20.3% | +25.9% | -5.5% | +14.0% |
| 1Y | +28.1% | +21.5% | +6.6% | +22.1% |
| 3Y | +51.6% | -15.7% | +67.3% | +51.3% |
| 5Y | -0.1% | -2.3% | +2.2% | -2.8% |
| 10Y | +189.7% | +337.4% | -147.7% | +159.6% |
| All | +359.6% | +1,010.9% | -651.3% | +264.8% |
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