+142.2%
IEFA vs CDW
+271.4%
-129.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.4% | -7.4% | +4.9% | -0.4% |
| 30D | -2.1% | +5.8% | -8.0% | -3.9% |
| 3M | +5.5% | +10.8% | -5.3% | +1.4% |
| 6M | +8.1% | +21.5% | -13.4% | -1.2% |
| YTD | +11.9% | +6.4% | +5.6% | +6.3% |
| 1Y | +18.1% | -14.8% | +32.9% | +20.3% |
| 3Y | +65.5% | -29.9% | +95.3% | +75.7% |
| 5Y | +50.1% | -22.9% | +72.9% | +50.5% |
| All | +142.2% | +271.4% | -129.3% | +60.0% |
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