+203.8%
VEA vs CDW
+903.1%
-699.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +1.0% | +3.2% | -2.2% | 0.0% |
| 30D | +1.9% | +9.3% | -7.3% | -0.9% |
| 3M | +3.2% | +9.8% | -6.6% | -0.6% |
| 6M | +10.2% | +23.3% | -13.1% | +0.4% |
| YTD | +18.9% | +13.7% | +5.2% | +10.7% |
| 1Y | +29.3% | -6.5% | +35.8% | +28.0% |
| 3Y | +76.8% | -25.2% | +102.0% | +84.2% |
| 5Y | +61.2% | -19.5% | +80.7% | +60.2% |
| 10Y | +163.3% | +285.8% | -122.5% | +54.4% |
| All | +203.8% | +903.1% | -699.3% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling