+265.0%
CDW vs ITOT
+300.1%
-35.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.9% |
| 7D | -7.4% | -2.0% | -5.3% | -5.2% |
| 30D | +5.8% | -2.0% | +7.8% | +8.4% |
| 3M | +10.8% | +4.5% | +6.3% | +5.3% |
| 6M | +21.5% | +12.6% | +8.8% | +5.7% |
| YTD | +6.4% | +12.0% | -5.6% | -6.9% |
| 1Y | -14.8% | +17.3% | -32.1% | -29.1% |
| 3Y | -29.9% | +75.2% | -105.1% | -63.0% |
| 5Y | -22.9% | +74.0% | -96.9% | -58.9% |
| All | +265.0% | +300.1% | -35.0% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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