+160.5%
VEA vs CDW
+312.7%
-152.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +2.3% | +9.3% | -7.1% | -0.2% |
| 30D | +0.2% | +14.4% | -14.2% | -3.8% |
| 3M | -5.3% | +21.4% | -26.8% | -11.1% |
| 6M | -0.9% | +72.8% | -73.7% | -17.5% |
| YTD | +12.2% | +28.0% | -15.8% | +0.5% |
| 1Y | +16.1% | +19.3% | -3.3% | +6.4% |
| 3Y | +73.0% | -15.3% | +88.3% | +73.4% |
| 5Y | +53.7% | -3.8% | +57.5% | +43.8% |
| All | +160.5% | +312.7% | -152.2% | +68.6% |
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 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