+180.5%
EWJ vs CDW
+903.1%
-722.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +2.5% | +3.2% | -0.7% | +1.7% |
| 30D | +3.3% | +9.3% | -6.0% | +0.8% |
| 3M | +5.0% | +9.8% | -4.8% | +1.6% |
| 6M | +11.5% | +23.3% | -11.8% | +2.9% |
| YTD | +22.4% | +13.7% | +8.7% | +15.1% |
| 1Y | +30.2% | -6.5% | +36.7% | +29.1% |
| 3Y | +72.8% | -25.2% | +98.1% | +79.4% |
| 5Y | +54.1% | -19.5% | +73.6% | +53.5% |
| 10Y | +140.6% | +285.8% | -145.2% | +48.6% |
| All | +180.5% | +903.1% | -722.6% | +50.2% |
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