+154.5%
EWT vs CDW
-23.8%
+178.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | +2.1% | -4.2% | +6.4% | +3.2% |
| 30D | +9.4% | +4.9% | +4.5% | +7.8% |
| 3M | +10.9% | +7.3% | +3.6% | +7.7% |
| 6M | +57.9% | +19.2% | +38.8% | +46.0% |
| YTD | +75.9% | +6.2% | +69.7% | +68.0% |
| 1Y | +89.7% | -14.0% | +103.7% | +94.9% |
| 3Y | +200.9% | -30.0% | +230.9% | +222.7% |
| 5Y | +154.5% | -23.6% | +178.1% | +157.1% |
| All | +154.5% | -23.8% | +178.3% | +157.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling