+166.6%
EFA vs CDW
+1,014.9%
-848.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.4% |
| 7D | +1.2% | +13.1% | -11.8% | -2.4% |
| 30D | +0.9% | +19.1% | -18.2% | -4.3% |
| 3M | -3.4% | +24.7% | -28.1% | -10.1% |
| 6M | +2.0% | +63.4% | -61.4% | -13.7% |
| YTD | +10.4% | +26.3% | -15.9% | -0.8% |
| 1Y | +13.3% | +20.6% | -7.3% | +3.3% |
| 3Y | +65.9% | -16.3% | +82.3% | +66.3% |
| 5Y | +51.5% | -3.9% | +55.4% | +41.8% |
| 10Y | +144.1% | +331.5% | -187.4% | +37.4% |
| All | +166.6% | +1,014.9% | -848.2% | +27.9% |
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 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