+354.2%
EWY vs CDW
+903.1%
-548.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.9% |
| 7D | +4.8% | +3.2% | +1.6% | +3.7% |
| 30D | +11.7% | +9.3% | +2.4% | +8.3% |
| 3M | -7.4% | +9.8% | -17.2% | -11.1% |
| 6M | +40.6% | +23.3% | +17.2% | +27.1% |
| YTD | +94.3% | +13.7% | +80.6% | +79.4% |
| 1Y | +164.3% | -6.5% | +170.8% | +161.5% |
| 3Y | +221.0% | -25.2% | +246.2% | +237.5% |
| 5Y | +139.1% | -19.5% | +158.6% | +139.3% |
| 10Y | +298.8% | +285.8% | +13.0% | +134.3% |
| All | +354.2% | +903.1% | -548.9% | +128.8% |
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