+940.6%
CDW vs VCLT
+54.6%
+886.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.6% | +4.7% |
| 7D | +9.3% | +1.2% | +8.1% | +8.8% |
| 30D | +15.8% | +3.4% | +12.4% | +14.4% |
| 3M | +21.8% | -0.9% | +22.6% | +22.3% |
| 6M | +58.8% | -3.1% | +61.9% | +60.9% |
| YTD | +22.8% | -2.4% | +25.1% | +23.9% |
| 1Y | +17.9% | -2.7% | +20.6% | +19.1% |
| 3Y | -17.4% | +16.9% | -34.3% | -22.1% |
| 5Y | -5.7% | -17.0% | +11.3% | -1.9% |
| 10Y | +319.5% | +22.1% | +297.4% | +330.6% |
| All | +940.6% | +54.6% | +886.0% | +1,032.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling