-23.6%
CDW vs ITOT
+73.3%
-96.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.9% |
| 7D | -4.2% | -0.4% | -3.9% | -3.8% |
| 30D | +4.9% | -1.6% | +6.4% | +6.8% |
| 3M | +7.3% | +3.5% | +3.7% | +3.5% |
| 6M | +19.2% | +13.1% | +6.1% | +4.3% |
| YTD | +6.2% | +12.7% | -6.5% | -6.8% |
| 1Y | -14.0% | +18.3% | -32.3% | -28.2% |
| 3Y | -30.0% | +76.4% | -106.4% | -61.4% |
| 5Y | -23.6% | +73.8% | -97.3% | -57.2% |
| All | -23.6% | +73.3% | -96.9% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling