+176.8%
EFA vs CDW
+903.1%
-726.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +0.6% | +3.2% | -2.6% | -0.3% |
| 30D | +0.9% | +9.3% | -8.4% | -2.0% |
| 3M | +4.9% | +9.8% | -4.9% | +1.1% |
| 6M | +8.6% | +23.3% | -14.8% | -1.0% |
| YTD | +14.6% | +13.7% | +1.0% | +6.8% |
| 1Y | +22.6% | -6.5% | +29.1% | +21.3% |
| 3Y | +66.5% | -25.2% | +91.8% | +73.4% |
| 5Y | +54.5% | -19.5% | +74.0% | +53.6% |
| 10Y | +144.8% | +285.8% | -141.0% | +43.2% |
| All | +176.8% | +903.1% | -726.3% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling