+113.0%
VWO vs CDW
+300.6%
-187.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.8% | -7.2% | -1.4% |
| 7D | -1.8% | +0.9% | -2.7% | -2.1% |
| 30D | -0.1% | +13.1% | -13.2% | -3.6% |
| 3M | +2.2% | +19.7% | -17.4% | -3.6% |
| 6M | +8.8% | +30.7% | -22.0% | -1.9% |
| YTD | +12.4% | +14.7% | -2.3% | +5.0% |
| 1Y | +15.6% | -5.3% | +20.9% | +14.3% |
| 3Y | +62.5% | -23.8% | +86.4% | +68.0% |
| 5Y | +34.3% | -16.8% | +51.1% | +31.4% |
| All | +113.0% | +300.6% | -187.6% | +28.1% |
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