+32.4%
SWKS vs CDW
+325.6%
-293.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.1% | -2.3% |
| 7D | -2.7% | +9.3% | -12.1% | -9.3% |
| 30D | +8.5% | +15.8% | -7.3% | -3.0% |
| 3M | +17.3% | +21.8% | -4.5% | -0.2% |
| 6M | +25.1% | +58.8% | -33.7% | -15.5% |
| YTD | +33.3% | +22.8% | +10.6% | +5.8% |
| 1Y | +22.9% | +17.9% | +5.0% | +0.5% |
| 3Y | +5.5% | -17.4% | +23.0% | +13.2% |
| 5Y | -41.9% | -5.7% | -36.2% | -44.0% |
| 10Y | +32.4% | +319.5% | -287.1% | -29.7% |
| All | +32.4% | +325.6% | -293.2% | -29.7% |
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