+53.4%
EFA vs CDW
-23.8%
+77.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.8% |
| 7D | -0.5% | -4.2% | +3.8% | +0.4% |
| 30D | -1.3% | +4.9% | -6.2% | -2.5% |
| 3M | +5.2% | +7.3% | -2.1% | +2.8% |
| 6M | +9.4% | +19.2% | -9.8% | +2.3% |
| YTD | +12.7% | +6.2% | +6.5% | +8.6% |
| 1Y | +19.3% | -14.0% | +33.3% | +22.2% |
| 3Y | +66.3% | -30.0% | +96.3% | +76.6% |
| 5Y | +53.4% | -23.6% | +76.9% | +51.8% |
| All | +53.4% | -23.8% | +77.1% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling