+142.2%
VXUS vs CDW
+329.6%
-187.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.4% |
| 7D | +0.5% | +13.1% | -12.6% | -2.9% |
| 30D | -2.5% | +19.1% | -21.7% | -7.4% |
| 3M | -4.6% | +24.7% | -29.4% | -11.0% |
| 6M | -2.6% | +63.4% | -66.0% | -17.1% |
| YTD | +10.4% | +26.3% | -15.9% | -0.4% |
| 1Y | +12.9% | +20.6% | -7.7% | +3.4% |
| 3Y | +68.4% | -16.3% | +84.7% | +69.3% |
| 5Y | +47.7% | -3.9% | +51.6% | +38.3% |
| 10Y | +142.2% | +331.5% | -189.3% | +64.9% |
| All | +142.2% | +329.6% | -187.3% | +64.9% |
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 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