-3.7%
CDW vs ITOT
+63.9%
-67.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +9.3% | +2.5% | +6.8% | +6.6% |
| 30D | +14.4% | -1.7% | +16.1% | +16.8% |
| 3M | +21.4% | -3.4% | +24.8% | +26.4% |
| 6M | +72.8% | +2.1% | +70.7% | +69.9% |
| YTD | +28.0% | +11.5% | +16.5% | +14.1% |
| 1Y | +19.3% | +13.6% | +5.7% | +4.3% |
| 3Y | -15.3% | +77.2% | -92.5% | -53.4% |
| All | -3.7% | +63.9% | -67.6% | -40.9% |
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