+161.1%
VEA vs CDW
+338.4%
-177.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.2% |
| 7D | -1.3% | +2.6% | -3.8% | -2.0% |
| 30D | 0.0% | +20.4% | -20.4% | -5.4% |
| 3M | -3.6% | +28.5% | -32.0% | -10.9% |
| 6M | -0.5% | +70.6% | -71.1% | -16.8% |
| YTD | +13.0% | +29.1% | -16.1% | +1.0% |
| 1Y | +16.3% | +23.8% | -7.5% | +5.3% |
| 3Y | +74.4% | -14.5% | +88.9% | +74.4% |
| 5Y | +55.8% | -1.6% | +57.4% | +44.7% |
| 10Y | +161.1% | +322.0% | -160.9% | +71.6% |
| All | +161.1% | +338.4% | -177.3% | +71.6% |
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