+452.3%
EWT vs CDW
+312.7%
+139.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +9.1% | +9.3% | -0.2% | +6.4% |
| 30D | -12.2% | +14.4% | -26.6% | -15.6% |
| 3M | -9.4% | +21.4% | -30.8% | -14.9% |
| 6M | +2.7% | +72.8% | -70.1% | -14.5% |
| YTD | +53.3% | +28.0% | +25.3% | +37.5% |
| 1Y | +59.2% | +19.3% | +39.8% | +46.2% |
| 3Y | +157.1% | -15.3% | +172.4% | +159.0% |
| 5Y | +119.6% | -3.8% | +123.4% | +107.7% |
| All | +452.3% | +312.7% | +139.6% | +262.6% |
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