+664.8%
EWT vs CDW
+903.1%
-238.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +4.0% | +3.2% | +0.8% | +3.0% |
| 30D | +10.3% | +9.3% | +1.0% | +7.2% |
| 3M | +6.1% | +9.8% | -3.7% | +2.2% |
| 6M | +56.6% | +23.3% | +33.3% | +43.1% |
| YTD | +76.6% | +13.7% | +62.9% | +64.7% |
| 1Y | +97.9% | -6.5% | +104.3% | +96.2% |
| 3Y | +198.0% | -25.2% | +223.2% | +212.0% |
| 5Y | +151.8% | -19.5% | +171.2% | +152.3% |
| 10Y | +514.1% | +285.8% | +228.3% | +268.6% |
| All | +664.8% | +903.1% | -238.3% | +294.2% |
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