+50.8%
SWKS vs CDW
+312.7%
-261.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +9.4% | +9.3% | +0.1% | +3.3% |
| 30D | +17.0% | +14.4% | +2.6% | +5.6% |
| 3M | +28.9% | +21.4% | +7.5% | +10.1% |
| 6M | +33.1% | +72.8% | -39.7% | -15.3% |
| YTD | +44.8% | +28.0% | +16.8% | +11.7% |
| 1Y | +36.2% | +19.3% | +16.9% | +10.8% |
| 3Y | +11.5% | -15.3% | +26.8% | +17.8% |
| 5Y | -37.1% | -3.8% | -33.3% | -40.1% |
| All | +50.8% | +312.7% | -261.8% | -31.8% |
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 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