+50.3%
EWZ vs CDW
+325.6%
-275.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.8% | -2.9% | +0.3% |
| 7D | +1.4% | +9.3% | -7.9% | -2.0% |
| 30D | -25.1% | +15.8% | -40.9% | -29.2% |
| 3M | -7.7% | +21.8% | -29.5% | -14.9% |
| 6M | -15.8% | +58.8% | -74.6% | -31.1% |
| YTD | +3.6% | +22.8% | -19.2% | -8.6% |
| 1Y | +5.5% | +17.9% | -12.4% | -5.5% |
| 3Y | +22.1% | -17.4% | +39.5% | +22.4% |
| 5Y | +58.3% | -5.7% | +64.1% | +43.5% |
| 10Y | +50.3% | +319.5% | -269.2% | -6.0% |
| All | +50.3% | +325.6% | -275.3% | -6.0% |
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 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