+147.8%
EWY vs CDW
-8.5%
+156.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.8% | -4.6% | +3.0% |
| 7D | -0.1% | +0.9% | -1.0% | -0.2% |
| 30D | +7.3% | +13.1% | -5.8% | +6.8% |
| 3M | -5.1% | +19.7% | -24.8% | -5.6% |
| 6M | +42.1% | +30.7% | +11.3% | +38.9% |
| YTD | +94.1% | +14.7% | +79.4% | +93.8% |
| 1Y | +147.8% | -5.3% | +153.1% | +160.0% |
| All | +147.8% | -8.5% | +156.4% | +160.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling