+992.3%
CDW vs VCLT
+52.1%
+940.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | +9.1% | -1.9% | +11.0% | +9.9% |
| 30D | +13.7% | +1.4% | +12.3% | +13.1% |
| 3M | +27.0% | -1.8% | +28.8% | +28.1% |
| 6M | +75.9% | -3.9% | +79.8% | +78.7% |
| YTD | +28.9% | -3.9% | +32.8% | +30.8% |
| 1Y | +19.6% | -4.7% | +24.3% | +21.9% |
| 3Y | -14.6% | +14.1% | -28.7% | -18.8% |
| 5Y | -3.2% | -16.6% | +13.5% | +0.8% |
| 10Y | +321.3% | +21.4% | +299.9% | +336.2% |
| All | +992.3% | +52.1% | +940.2% | +1,096.1% |
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