+87.5%
SYY vs CDW
+338.4%
-250.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.7% |
| 7D | 0.0% | +2.6% | -2.6% | -1.1% |
| 30D | -2.2% | +20.4% | -22.6% | -9.4% |
| 3M | -8.0% | +28.5% | -36.5% | -17.7% |
| 6M | +7.5% | +70.6% | -63.1% | -16.4% |
| YTD | +7.4% | +29.1% | -21.7% | -8.4% |
| 1Y | +4.9% | +23.8% | -18.9% | -9.0% |
| 3Y | +24.1% | -14.5% | +38.6% | +22.3% |
| 5Y | +13.4% | -1.6% | +14.9% | -0.5% |
| 10Y | +87.5% | +322.0% | -234.5% | -0.6% |
| All | +87.5% | +338.4% | -250.9% | -0.6% |
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