+32.1%
SWKS vs CDW
+303.2%
-271.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.8% |
| 7D | -6.2% | +2.1% | -8.2% | -8.5% |
| 30D | -1.5% | +14.7% | -16.2% | -11.5% |
| 3M | +23.0% | +11.1% | +11.9% | +10.9% |
| 6M | +27.6% | +45.6% | -18.0% | -8.7% |
| YTD | +32.3% | +17.1% | +15.2% | +8.3% |
| 1Y | +20.1% | +13.2% | +7.0% | +0.9% |
| 3Y | +0.6% | -22.2% | +22.8% | +12.3% |
| 5Y | -42.3% | -10.1% | -32.2% | -42.7% |
| All | +32.1% | +303.2% | -271.1% | -27.6% |
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