+128.7%
VWO vs CDW
+851.1%
-722.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.8% | +1.1% |
| 7D | +0.9% | -3.9% | +4.8% | +1.9% |
| 30D | +1.3% | +6.9% | -5.6% | -0.9% |
| 3M | +5.1% | +7.7% | -2.6% | +1.8% |
| 6M | +12.5% | +18.3% | -5.8% | +4.1% |
| YTD | +14.0% | +7.8% | +6.3% | +8.1% |
| 1Y | +19.7% | -12.2% | +31.9% | +20.7% |
| 3Y | +66.8% | -28.9% | +95.7% | +75.7% |
| 5Y | +36.2% | -22.8% | +59.0% | +36.2% |
| 10Y | +111.0% | +266.1% | -155.0% | +19.4% |
| All | +128.7% | +851.1% | -722.4% | +7.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling