+134.3%
ED vs CDW
+325.6%
-191.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -5.0% | -0.6% |
| 7D | -0.1% | +9.3% | -9.4% | -1.1% |
| 30D | +11.6% | +15.8% | -4.2% | +9.7% |
| 3M | +10.5% | +21.8% | -11.2% | +7.9% |
| 6M | +13.2% | +58.8% | -45.6% | +6.6% |
| YTD | +22.1% | +22.8% | -0.6% | +17.9% |
| 1Y | +24.2% | +17.9% | +6.2% | +20.4% |
| 3Y | +46.9% | -17.4% | +64.3% | +47.6% |
| 5Y | +80.8% | -5.7% | +86.5% | +74.9% |
| 10Y | +134.3% | +319.5% | -185.2% | +100.4% |
| All | +134.3% | +325.6% | -191.4% | +100.4% |
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