+48.0%
IEFA vs CDW
-4.0%
+52.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +2.2% | +9.3% | -7.1% | +0.4% |
| 30D | +1.1% | +14.4% | -13.3% | -1.8% |
| 3M | -4.3% | +21.4% | -25.7% | -8.4% |
| 6M | +1.4% | +72.8% | -71.4% | -11.6% |
| YTD | +10.1% | +28.0% | -17.9% | +1.8% |
| 1Y | +12.9% | +19.3% | -6.5% | +6.6% |
| 3Y | +65.8% | -15.3% | +81.1% | +68.8% |
| All | +48.0% | -4.0% | +52.0% | +35.6% |
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