+159.8%
VXUS vs CDW
+933.5%
-773.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -1.8% | +2.1% | -3.8% | -2.5% |
| 30D | -4.6% | +14.7% | -19.3% | -8.5% |
| 3M | -6.1% | +11.1% | -17.2% | -9.7% |
| 6M | -4.9% | +45.6% | -50.5% | -16.7% |
| YTD | +8.1% | +17.1% | -9.0% | -0.7% |
| 1Y | +12.1% | +13.2% | -1.1% | +4.1% |
| 3Y | +63.9% | -22.2% | +86.1% | +67.5% |
| 5Y | +43.1% | -10.1% | +53.2% | +36.4% |
| 10Y | +139.2% | +307.0% | -167.7% | +37.1% |
| All | +159.8% | +933.5% | -773.7% | +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 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