+863.2%
CDW vs ITOT
+471.8%
+391.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +9.3% | 0.0% | +9.3% | +9.4% |
| 3M | +9.8% | +2.0% | +7.8% | +7.5% |
| 6M | +23.3% | +13.0% | +10.3% | +7.2% |
| YTD | +13.7% | +14.0% | -0.3% | -2.1% |
| 1Y | -6.5% | +19.9% | -26.4% | -23.8% |
| 3Y | -25.2% | +75.8% | -101.1% | -60.0% |
| 5Y | -19.5% | +73.8% | -93.3% | -56.3% |
| 10Y | +285.8% | +295.9% | -10.1% | -9.3% |
| All | +863.2% | +471.8% | +391.4% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling