+200.3%
EWT vs CDW
-29.2%
+229.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | +0.5% |
| 7D | +1.6% | -3.9% | +5.5% | +2.4% |
| 30D | +8.2% | +6.9% | +1.3% | +6.6% |
| 3M | +11.1% | +7.7% | +3.4% | +8.6% |
| 6M | +60.4% | +18.3% | +42.1% | +50.8% |
| YTD | +75.6% | +7.8% | +67.8% | +69.0% |
| 1Y | +91.3% | -12.2% | +103.5% | +96.9% |
| 3Y | +200.3% | -28.9% | +229.2% | +212.1% |
| All | +200.3% | -29.2% | +229.5% | +212.1% |
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