+239.8%
EW vs CDW
+325.6%
-85.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.3% | +0.9% |
| 7D | +12.3% | +9.3% | +3.0% | +8.6% |
| 30D | +22.9% | +15.8% | +7.1% | +16.2% |
| 3M | +16.7% | +21.8% | -5.1% | +7.4% |
| 6M | +31.0% | +58.8% | -27.8% | +7.7% |
| YTD | +22.8% | +22.8% | +0.1% | +8.8% |
| 1Y | +25.6% | +17.9% | +7.7% | +13.0% |
| 3Y | +62.0% | -17.4% | +79.4% | +62.8% |
| 5Y | -12.8% | -5.7% | -7.0% | -19.4% |
| 10Y | +239.8% | +319.5% | -79.7% | +91.9% |
| All | +239.8% | +325.6% | -85.8% | +91.9% |
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