+98.8%
EWY vs CDW
-2.4%
+101.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -4.9% | -2.7% |
| 7D | -10.2% | +13.1% | -23.3% | -12.8% |
| 30D | -21.5% | +19.1% | -40.6% | -24.7% |
| 3M | -14.7% | +24.7% | -39.4% | -19.4% |
| 6M | -26.8% | +63.4% | -90.2% | -36.4% |
| YTD | +43.2% | +26.3% | +16.8% | +31.0% |
| 1Y | +48.7% | +20.6% | +28.2% | +38.5% |
| 3Y | +147.9% | -16.3% | +164.3% | +156.1% |
| 5Y | +98.8% | -3.9% | +102.8% | +83.7% |
| All | +98.8% | -2.4% | +101.2% | +83.7% |
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