-28.9%
CDW vs VCLT
+12.2%
-41.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.1% | -5.2% |
| 7D | -3.9% | +0.3% | -4.2% | -4.0% |
| 30D | +6.9% | -0.6% | +7.5% | +7.2% |
| 3M | +7.7% | -2.2% | +9.9% | +8.8% |
| 6M | +18.3% | -2.9% | +21.2% | +19.8% |
| YTD | +7.8% | -2.1% | +9.8% | +8.6% |
| 1Y | -12.2% | -2.6% | -9.6% | -11.2% |
| 3Y | -28.9% | +12.5% | -41.5% | -32.6% |
| All | -28.9% | +12.2% | -41.2% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling