+302.2%
CDW vs VCLT
+23.6%
+278.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.6% | -0.6% | +3.1% | +2.8% |
| 30D | +20.4% | +2.8% | +17.6% | +18.8% |
| 3M | +28.5% | -0.4% | +28.8% | +28.9% |
| 6M | +70.6% | -3.1% | +73.7% | +73.4% |
| YTD | +29.1% | -2.7% | +31.7% | +30.7% |
| 1Y | +23.8% | -3.7% | +27.4% | +26.0% |
| 3Y | -14.5% | +15.6% | -30.0% | -20.5% |
| 5Y | -1.6% | -15.8% | +14.2% | +5.0% |
| All | +302.2% | +23.6% | +278.6% | +308.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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