+229.5%
EWY vs CDW
+312.7%
-83.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +4.2% | +9.3% | -5.1% | +1.3% |
| 30D | -10.7% | +14.4% | -25.0% | -14.5% |
| 3M | -20.1% | +21.4% | -41.5% | -25.4% |
| 6M | -24.3% | +72.8% | -97.1% | -38.3% |
| YTD | +46.9% | +28.0% | +18.8% | +29.6% |
| 1Y | +55.2% | +19.3% | +35.8% | +40.8% |
| 3Y | +157.0% | -15.3% | +172.3% | +159.3% |
| 5Y | +98.9% | -3.8% | +102.7% | +86.3% |
| All | +229.5% | +312.7% | -83.1% | +98.2% |
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 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