+73.5%
EWJ vs CDW
-29.2%
+102.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.3% |
| 7D | +2.9% | -3.9% | +6.7% | +3.3% |
| 30D | +1.1% | +6.9% | -5.8% | +0.2% |
| 3M | +7.1% | +7.7% | -0.6% | +5.7% |
| 6M | +16.2% | +18.3% | -2.1% | +11.3% |
| YTD | +22.0% | +7.8% | +14.2% | +19.1% |
| 1Y | +26.2% | -12.2% | +38.4% | +29.3% |
| 3Y | +73.5% | -28.9% | +102.4% | +76.5% |
| All | +73.5% | -29.2% | +102.7% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling