+104.0%
ED vs CDW
+263.0%
-158.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +1.5% |
| 7D | +0.5% | -3.9% | +4.4% | +0.9% |
| 30D | +1.1% | +6.9% | -5.8% | +0.2% |
| 3M | +4.6% | +7.7% | -3.0% | +3.4% |
| 6M | -2.0% | +18.3% | -20.3% | -4.8% |
| YTD | +11.7% | +7.8% | +3.9% | +9.5% |
| 1Y | +15.7% | -12.2% | +27.9% | +16.4% |
| 3Y | +34.4% | -28.9% | +63.3% | +37.7% |
| 5Y | +67.3% | -22.8% | +90.1% | +66.4% |
| 10Y | +104.0% | +266.1% | -162.0% | +63.9% |
| All | +104.0% | +263.0% | -158.9% | +63.9% |
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