+269.4%
CDW vs VIG
+241.3%
+28.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.8% |
| 7D | -4.2% | -1.2% | -3.1% | -2.8% |
| 30D | +4.9% | -2.8% | +7.7% | +8.8% |
| 3M | +7.3% | +2.5% | +4.8% | +4.2% |
| 6M | +19.2% | +8.1% | +11.1% | +8.1% |
| YTD | +6.2% | +9.6% | -3.4% | -5.2% |
| 1Y | -14.0% | +14.2% | -28.2% | -27.0% |
| 3Y | -30.0% | +56.1% | -86.1% | -59.2% |
| 5Y | -23.6% | +62.8% | -86.4% | -57.3% |
| 10Y | +269.4% | +248.2% | +21.2% | -10.0% |
| All | +269.4% | +241.3% | +28.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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