+129.4%
VWO vs CDW
+903.1%
-773.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | +1.1% | +3.2% | -2.1% | +0.2% |
| 30D | +2.4% | +9.3% | -6.9% | -0.4% |
| 3M | +2.0% | +9.8% | -7.8% | -1.6% |
| 6M | +10.7% | +23.3% | -12.7% | +1.3% |
| YTD | +14.4% | +13.7% | +0.8% | +6.9% |
| 1Y | +22.7% | -6.5% | +29.2% | +21.6% |
| 3Y | +64.2% | -25.2% | +89.4% | +70.7% |
| 5Y | +35.8% | -19.5% | +55.2% | +34.4% |
| 10Y | +114.7% | +285.8% | -171.1% | +19.8% |
| All | +129.4% | +903.1% | -773.7% | +5.8% |
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