+110.9%
VWO vs CDW
+1,030.0%
-919.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +2.0% | +9.3% | -7.4% | -0.5% |
| 30D | -4.3% | +14.4% | -18.6% | -8.0% |
| 3M | -6.4% | +21.4% | -27.8% | -12.0% |
| 6M | -5.6% | +72.8% | -78.4% | -21.0% |
| YTD | +5.2% | +28.0% | -22.8% | -5.5% |
| 1Y | +5.2% | +19.3% | -14.2% | -3.4% |
| 3Y | +55.5% | -15.3% | +70.8% | +55.2% |
| 5Y | +25.6% | -3.8% | +29.4% | +17.2% |
| 10Y | +110.8% | +318.5% | -207.7% | +14.6% |
| All | +110.9% | +1,030.0% | -919.0% | -6.5% |
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