+380.4%
SWKS vs CDW
+942.7%
-562.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.1% | +1.8% |
| 7D | -9.2% | -4.1% | -5.1% | -7.9% |
| 30D | -1.9% | +16.7% | -18.7% | -12.6% |
| 3M | +21.2% | +13.6% | +7.6% | +8.1% |
| 6M | +12.9% | +17.0% | -4.1% | -5.9% |
| YTD | +30.7% | +18.1% | +12.6% | +7.2% |
| 1Y | +14.1% | +10.5% | +3.7% | -1.8% |
| 3Y | -1.7% | -20.9% | +19.2% | +8.0% |
| 5Y | -43.0% | -9.3% | -33.7% | -43.5% |
| 10Y | +34.3% | +310.6% | -276.3% | -45.6% |
| All | +380.4% | +942.7% | -562.2% | +61.0% |
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