+331.5%
CDW vs VCLT
+20.7%
+310.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +3.4% |
| 7D | +13.1% | +0.2% | +12.9% | +13.0% |
| 30D | +19.1% | +2.3% | +16.8% | +17.9% |
| 3M | +24.7% | -1.1% | +25.8% | +25.5% |
| 6M | +63.4% | -4.2% | +67.5% | +66.9% |
| YTD | +26.3% | -3.4% | +29.7% | +28.4% |
| 1Y | +20.6% | -3.8% | +24.4% | +22.8% |
| 3Y | -16.3% | +14.7% | -31.0% | -21.9% |
| 5Y | -3.9% | -16.7% | +12.7% | +2.8% |
| 10Y | +331.5% | +20.5% | +311.0% | +356.3% |
| All | +331.5% | +20.7% | +310.8% | +356.3% |
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