+146.3%
EFA vs CDW
+338.4%
-192.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.3% |
| 7D | -1.0% | +2.6% | -3.6% | -1.7% |
| 30D | +1.6% | +20.4% | -18.8% | -3.8% |
| 3M | -3.2% | +28.5% | -31.6% | -10.4% |
| 6M | +2.5% | +70.6% | -68.1% | -14.1% |
| YTD | +10.7% | +29.1% | -18.4% | -0.9% |
| 1Y | +12.8% | +23.8% | -11.0% | +2.3% |
| 3Y | +66.4% | -14.5% | +80.9% | +66.4% |
| 5Y | +51.4% | -1.6% | +52.9% | +40.7% |
| 10Y | +146.3% | +322.0% | -175.7% | +64.2% |
| All | +146.3% | +338.4% | -192.1% | +64.2% |
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